Pages that link to "Item:Q2000696"
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The following pages link to A switching self-exciting jump diffusion process for stock prices (Q2000696):
Displaying 8 items.
- Valuation of annuity guarantees under a self-exciting switching jump model (Q2152249) (← links)
- Fractional Hawkes processes (Q2164927) (← links)
- Stocks recommendation from large datasets using important company and economic indicators (Q2166082) (← links)
- Asian options pricing in Hawkes-type jump-diffusion models (Q2174173) (← links)
- A bivariate mutually-excited switching jump diffusion (BMESJD) for asset prices (Q2176372) (← links)
- Time-consistent evaluation of credit risk with contagion (Q2667125) (← links)
- A self-exciting switching jump diffusion: properties, calibration and hitting time (Q5234300) (← links)
- A mutually exciting rough jump-diffusion for financial modelling (Q6495741) (← links)
