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Latest revision as of 12:44, 20 July 2024

scientific article; zbMATH DE number 7110425
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English
A self-exciting switching jump diffusion: properties, calibration and hitting time
scientific article; zbMATH DE number 7110425

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    A self-exciting switching jump diffusion: properties, calibration and hitting time (English)
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    26 September 2019
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    self-exciting process
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    switching process
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    jump diffusion
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