Pages that link to "Item:Q2108901"
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The following pages link to The microstructure of stochastic volatility models with self-exciting jump dynamics (Q2108901):
Displaying 4 items.
- Microstructure models with short-term inertia and stochastic volatility (Q1665369) (← 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)
- The rough Hawkes Heston stochastic volatility model (Q6641084) (← links)