Pages that link to "Item:Q2060433"

The following pages link to CDS pricing with fractional Hawkes processes (Q2060433):

Displaying 2 items.

• Corporate credit risk counter-cyclical interdependence: a systematic analysis of cross-border and cross-sector correlation dynamics (Q2171628) (← links)
• A fractional Hawkes process. II: Further characterization of the process (Q2690922) (← links)