Pages that link to "Item:Q2341626"
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The following pages link to Limit theorems for nearly unstable Hawkes processes (Q2341626):
Displaying 24 items.
- A fast algorithm for simulation of rough volatility models (Q5072905) (← links)
- Clustering Effects via Hawkes Processes (Q5132613) (← links)
- Endogenous liquidity crises (Q5135044) (← links)
- A Scaling Limit for Limit Order Books Driven by Hawkes Processes (Q5227409) (← links)
- Hawkes processes with variable length memory and an infinite number of components (Q5233160) (← links)
- The endo–exo problem in high frequency financial price fluctuations and rejecting criticality (Q5234347) (← links)
- (Q5242986) (← links)
- The characteristic function of rough Heston models (Q5743116) (← links)
- The Malliavin-Stein method for Hawkes functionals (Q5870399) (← links)
- Equivalence of mean-field avalanches and branching diffusions: from the Brownian force model to the super-Brownian motion (Q5877004) (← links)
- Electricity Intraday Price Modelling with Marked Hawkes Processes (Q6039999) (← links)
- The Alpha‐Heston stochastic volatility model (Q6054369) (← links)
- Portfolio liquidation games with self‐exciting order flow (Q6054433) (← links)
- Asymptotic results for a class of Markovian self-exciting processes (Q6088842) (← links)
- Multivariate quadratic Hawkes processes—part I: theoretical analysis (Q6158435) (← links)
- On the cumulant transforms for Hawkes processes (Q6159627) (← links)
- Rough Heston Models with Variable Vol-of-Vol and Option Pricing (Q6191801) (← links)
- Order Book Queue Hawkes Markovian Modeling (Q6200514) (← links)
- A mutually exciting rough jump-diffusion for financial modelling (Q6495741) (← links)
- Affine Heston model style with self-exciting jumps and long memory (Q6536770) (← links)
- Diffusion approximations for self-excited systems with applications to general branching processes (Q6591583) (← links)
- Stochastic Volterra equations for the local times of spectrally positive stable processes (Q6591585) (← links)
- Hawkes processes in energy markets: modelling, estimation and derivatives pricing (Q6610445) (← links)
- Statistical inference for rough volatility: minimax theory (Q6621523) (← links)