Pages that link to "Item:Q2230761"
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The following pages link to A Gamma Ornstein-Uhlenbeck model driven by a Hawkes process (Q2230761):
Displaying 13 items.
- Optimal harvesting under marine reserves and uncertain environment (Q2140306) (← links)
- Moments of integrated exponential Lévy processes and applications to Asian options pricing (Q5039631) (← links)
- Interest Rates Term Structure Models Driven by Hawkes Processes (Q6070672) (← links)
- On the cumulant transforms for Hawkes processes (Q6159627) (← links)
- Exact simulation of the multifactor Ornstein-Uhlenbeck driven stochastic volatility model (Q6498604) (← links)
- Hawkes-driven stochastic volatility models: goodness-of-fit testing of alternative intensity specifications with S\&P500 data (Q6549590) (← links)
- Commodity Asian option pricing and simulation in a 4-factor model with jump clusters (Q6549599) (← links)
- An efficient unified approach for spread option pricing in a copula market model (Q6549601) (← links)
- Exact simulation of the Hull and White stochastic volatility model (Q6572645) (← links)
- A self-exciting modeling framework for forward prices in power markets (Q6580688) (← links)
- Uniqueness problem for the backward differential equation of a continuous-state branching process (Q6607081) (← links)
- Hawkes processes in energy markets: modelling, estimation and derivatives pricing (Q6610445) (← links)
- The rough Hawkes Heston stochastic volatility model (Q6641084) (← links)
