Pages that link to "Item:Q515759"
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The following pages link to Clustered Lévy processes and their financial applications (Q515759):
Displayed 5 items.
- Fractional Hawkes processes (Q2164927) (← links)
- A switching microstructure model for stock prices (Q2312402) (← links)
- Time-consistent evaluation of credit risk with contagion (Q2667125) (← links)
- INTERBANK CREDIT RISK MODELING WITH SELF-EXCITING JUMP PROCESSES (Q5148006) (← links)
- Option pricing under stochastic volatility models with latent volatility (Q6053121) (← links)