@article{cbitimechangedlevyprocessesformulti,
  title = {CBI-time-changed Lévy processes for multi-currency modeling},
  author = {Claudio Fontana and Alessandro Gnoatto and Guillaume Szulda},
  year = {2021},
  eprint = {2112.02440},
  archivePrefix = {arXiv},
  url = {https://arxiv.org/abs/2112.02440v2},
}