The following pages link to Fractional Hawkes processes (Q2164927):
Displaying 5 items.
- A fractional multi-states model for insurance (Q2034158) (← links)
- CDS pricing with fractional Hawkes processes (Q2060433) (← links)
- Self-excited Ising game (Q2143332) (← links)
- Option pricing in illiquid markets: a fractional jump-diffusion approach (Q2195887) (← links)
- A fractional Hawkes process. II: Further characterization of the process (Q2690922) (← links)
