Pages that link to "Item:Q4554422"
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The following pages link to Transform analysis for Hawkes processes with applications in dark pool trading (Q4554422):
Displayed 10 items.
- Precise deviations for Hawkes processes (Q2214245) (← links)
- (Q5001931) (← links)
- Mean-Variance Portfolio Selection in Contagious Markets (Q5071496) (← links)
- An ephemerally self-exciting point process (Q5084789) (← links)
- (Q5242986) (← links)
- Electricity Intraday Price Modelling with Marked Hawkes Processes (Q6039999) (← links)
- An expansion formula for Hawkes processes and application to cyber-insurance derivatives (Q6044248) (← links)
- Asymptotic results for a class of Markovian self-exciting processes (Q6088842) (← links)
- A data-driven deep learning approach for options market making (Q6158439) (← links)
- On the cumulant transforms for Hawkes processes (Q6159627) (← links)