A self-exciting switching jump diffusion: properties, calibration and hitting time (Q5234300)
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scientific article; zbMATH DE number 7110425
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A self-exciting switching jump diffusion: properties, calibration and hitting time |
scientific article; zbMATH DE number 7110425 |
Statements
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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