Pages that link to "Item:Q2312402"
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The following pages link to A switching microstructure model for stock prices (Q2312402):
Displaying 7 items.
- A switching self-exciting jump diffusion process for stock prices (Q2000696) (← links)
- Fractional Hawkes processes (Q2164927) (← links)
- Time-consistent evaluation of credit risk with contagion (Q2667125) (← links)
- A Microeconomic Approach to Diffusion Models For Stock Prices (Q4371997) (← links)
- Numerical method for means of linear Hawkes processes (Q5077453) (← links)
- A Regime-Switching Model of Long-Term Stock Returns (Q5718204) (← links)
- A mutually exciting rough jump-diffusion for financial modelling (Q6495741) (← links)