Charles Guy Njike Leunga

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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!

PublicationDate of PublicationType
Affine Heston model style with self-exciting jumps and long memory
Annals of Finance
2024-05-13Paper
Valuation of annuity guarantees under a self-exciting switching jump model
Methodology and Computing in Applied Probability
2022-07-07Paper
Interbank credit risk modeling with self-exciting jump processes
International Journal of Theoretical and Applied Finance
2021-01-29Paper


Research outcomes over time


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