Pages that link to "Item:Q1670394"
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The following pages link to Sensitivity analysis for marked Hawkes processes: application to CLO pricing (Q1670394):
Displayed 4 items.
- Asian options pricing in Hawkes-type jump-diffusion models (Q2174173) (← links)
- A Gamma Ornstein-Uhlenbeck model driven by a Hawkes process (Q2230761) (← links)
- Clustering Effects via Hawkes Processes (Q5132613) (← links)
- Interest Rates Term Structure Models Driven by Hawkes Processes (Q6070672) (← links)