Pages that link to "Item:Q743034"

The following pages link to Exact simulation of Hawkes process with exponentially decaying intensity (Q743034):

Displaying 28 items.

• Structural credit risk modelling with Hawkes jump diffusion processes (Q269364) (← links)
• A general framework for time-changed Markov processes and applications (Q1622827) (← links)
• Large deviations and applications for Markovian Hawkes processes with a large initial intensity (Q1708987) (← links)
• Exact simulation of the Ornstein-Uhlenbeck driven stochastic volatility model (Q1713775) (← links)
• Nonparametric drift estimation for diffusions with jumps driven by a Hawkes process (Q2023465) (← links)
• Efficient simulation of generalized SABR and stochastic local volatility models based on Markov chain approximations (Q2029925) (← links)
• Hedging strategy for unit-linked life insurance contracts with self-exciting jump clustering (Q2086919) (← links)
• Fractional Hawkes processes (Q2164927) (← links)
• Infinite-server systems with Hawkes arrivals and Hawkes services (Q2167922) (← links)
• Asian options pricing in Hawkes-type jump-diffusion models (Q2174173) (← links)
• Analysis and control of epidemics in temporal networks with self-excitement and behavioral changes (Q2198741) (← links)
• A Gamma Ornstein-Uhlenbeck model driven by a Hawkes process (Q2230761) (← links)
• Infinitely stochastic micro reserving (Q2234749) (← links)
• Approximate filtering of conditional intensity process for Poisson count data: application to urban crime (Q2291294) (← links)
• Optimal investment, consumption, and life insurance strategies under a mutual-exciting contagious market (Q2665873) (← links)
• Construction and simulation of generalized multivariate Hawkes processes (Q2684947) (← links)
• Performance of information criteria for selection of Hawkes process models of financial data (Q4554419) (← links)
• Modeling Memory Effects in Activity-Driven Networks (Q4562428) (← links)
• Exact simulation of Ornstein–Uhlenbeck tempered stable processes (Q4997193) (← links)
• Modelling social media contagion using Hawkes processes (Q5064477) (← links)
• Perfect Sampling of Hawkes Processes and Queues with Hawkes Arrivals (Q5084490) (← links)
• Capturing model risk and rating momentum in the estimation of probabilities of default and credit rating migrations (Q5139214) (← links)
• Diffusion approximation of multi-class Hawkes processes: Theoretical and numerical analysis (Q5156802) (← links)
• Efficient simulation of Lévy-driven point processes (Q5203972) (← links)
• Stability, convergence to equilibrium and simulation of non-linear Hawkes processes with memory kernels given by the sum of Erlang kernels (Q5881047) (← links)
• Interest Rates Term Structure Models Driven by Hawkes Processes (Q6070672) (← links)
• Kalikow decomposition for counting processes with stochastic intensity and application to simulation algorithms (Q6148888) (← links)
• Bootstrap inference for Hawkes and general point processes (Q6163273) (← links)