Pricing path-dependent options under the Hawkes jump diffusion process (Q2097472)

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Pricing path-dependent options under the Hawkes jump diffusion process
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    Pricing path-dependent options under the Hawkes jump diffusion process (English)
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    14 November 2022
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    fader options
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    path-dependent options
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    Hawkes jump diffusion processes
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    default risk
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    jump risk
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