Pricing power exchange options with Hawkes jump diffusion processes (Q2031319): Difference between revisions

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+Post-'87 crash fears in the S\&P 500 futures option market
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+A dynamic contagion process
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+Q5649230
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+Spectra of some self-exciting and mutually exciting point processes
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+A Jump-Diffusion Model for Option Pricing
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+VOLATILITY CLUSTERING IN FINANCIAL MARKETS: A MICROSIMULATION OF INTERACTING AGENTS
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+Structural credit risk modelling with Hawkes jump diffusion processes
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+A Space-Time Conditional Intensity Model for Invasive Meningococcal Disease Occurrence
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+On Lewis' simulation method for point processes
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+Pricing vulnerable power exchange options in an intensity based framework
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+Rejoinder on: ``A review of self-exciting spatio-temporal point processes and their applications''
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+Empirical Characteristic Function Estimation and Its Applications
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