Charles Guy Njike Leunga
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Person:2152248
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 |
|---|---|---|
| Affine Heston model style with self-exciting jumps and long memory Annals of Finance | 2024-05-13 | Paper |
| Valuation of annuity guarantees under a self-exciting switching jump model Methodology and Computing in Applied Probability | 2022-07-07 | Paper |
| Interbank credit risk modeling with self-exciting jump processes International Journal of Theoretical and Applied Finance | 2021-01-29 | Paper |
Research outcomes over time
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