@article{geometriclocalvariancegammamodel,
  title = {Geometric Local Variance Gamma model},
  author = {Peter Carr and Andrey Itkin},
  year = {2018},
  eprint = {1809.07727},
  archivePrefix = {arXiv},
  url = {https://arxiv.org/abs/1809.07727v2},
}