An expansion formula for Hawkes processes and application to cyber-insurance derivatives (Q6044248)
From MaRDI portal
scientific article; zbMATH DE number 7686792
Language | Label | Description | Also known as |
---|---|---|---|
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)
0 references
17 May 2023
0 references
Hawkes process
0 references
Malliavin calculus
0 references
pricing formulae
0 references
cyber insurance derivatives
0 references
0 references
0 references
0 references