Pages that link to "Item:Q5234300"
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The following pages link to A self-exciting switching jump diffusion: properties, calibration and hitting time (Q5234300):
Displaying 4 items.
- A switching self-exciting jump diffusion process for stock prices (Q2000696) (← links)
- The microstructure of stochastic volatility models with self-exciting jump dynamics (Q2108901) (← links)
- A bivariate mutually-excited switching jump diffusion (BMESJD) for asset prices (Q2176372) (← links)
- A Gamma Ornstein-Uhlenbeck model driven by a Hawkes process (Q2230761) (← links)