Pages that link to "Item:Q2060433"
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The following pages link to CDS pricing with fractional Hawkes processes (Q2060433):
Displaying 5 items.
- Introducing fuzziness in CDS pricing under a structural model (Q1721233) (← links)
- Corporate credit risk counter-cyclical interdependence: a systematic analysis of cross-border and cross-sector correlation dynamics (Q2171628) (← links)
- A fractional Hawkes process. II: Further characterization of the process (Q2690922) (← links)
- A recursive method for fractional Hawkes intensities and the potential approach of credit risk (Q6569141) (← links)
- Hawkes processes in energy markets: modelling, estimation and derivatives pricing (Q6610445) (← links)
