John-John Ketelbuters
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Person:2060432
Available identifiers
zbMath Open ketelbuters.john-johnMaRDI QIDQ2060432
List of research outcomes
 | This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon! |
| Publication | Date of Publication | Type |
|---|---|---|
| A recursive method for fractional Hawkes intensities and the potential approach of credit risk | 2024-07-08 | Paper |
| CDS pricing with fractional Hawkes processes | 2021-12-13 | Paper |
| Time-consistent evaluation of credit risk with contagion | 2021-11-24 | Paper |
Research outcomes over time
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