An expansion formula for Hawkes processes and application to cyber-insurance derivatives (Q6044248)
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scientific article; zbMATH DE number 7686792
| Language | Label | Description | Also known as |
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| default for all languages | No label defined |
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| English | An expansion formula for Hawkes processes and application to cyber-insurance derivatives |
scientific article; zbMATH DE number 7686792 |
Statements
An expansion formula for Hawkes processes and application to cyber-insurance derivatives (English)
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17 May 2023
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Hawkes process
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Malliavin calculus
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pricing formulae
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cyber insurance derivatives
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0.7797968983650208
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0.7743397355079651
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0.7415183782577515
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0.7338289618492126
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