Exact simulation of quadratic intensity models (Q6896356)
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scientific article; zbMATH DE number 8125170
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| default for all languages | No label defined |
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| English | Exact simulation of quadratic intensity models |
scientific article; zbMATH DE number 8125170 |
Statements
Exact simulation of quadratic intensity models (English)
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21 November 2025
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exact simulation
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Monte Carlo simulation
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stochastic intensity models
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quadratic intensity models
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point processes
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doubly stochastic Poisson processes
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Cox processes
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self-exciting process
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self-correcting process
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portfolio credit risk
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