A recursive method for fractional Hawkes intensities and the potential approach of credit risk (Q6569141)
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scientific article; zbMATH DE number 7878263
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| English | A recursive method for fractional Hawkes intensities and the potential approach of credit risk |
scientific article; zbMATH DE number 7878263 |
Statements
A recursive method for fractional Hawkes intensities and the potential approach of credit risk (English)
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8 July 2024
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credit risk
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potential approach
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fractional Hawkes processes
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0.7954010963439941
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0.7333710193634033
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0.7240101099014282
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0.7234976887702942
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0.7194055914878845
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