Fractional Hawkes processes
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Publication:2164927
DOI10.1016/J.PHYSA.2020.124330OpenAlexW3008103360MaRDI QIDQ2164927
Publication date: 18 August 2022
Published in: Physica A (Search for Journal in Brave)
Full work available at URL: https://dial.uclouvain.be/pr/boreal/fr/object/boreal%3A219096/datastream/PDF_01/view
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Self-excited Ising game ⋮ Option pricing in illiquid markets: a fractional jump-diffusion approach ⋮ A fractional Hawkes process. II: Further characterization of the process ⋮ A fractional multi-states model for insurance ⋮ CDS pricing with fractional Hawkes processes
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