@article{thequadraticlocalvariancegammamodelan,
  title = {The Quadratic Local Variance Gamma Model: an arbitrage-free interpolation of class C3 for option prices},
  author = {Fabien Le Floc'h},
  year = {2023},
  eprint = {2305.13791},
  archivePrefix = {arXiv},
  url = {https://arxiv.org/abs/2305.13791v2},
}