A self-exciting switching jump diffusion: properties, calibration and hitting time
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Publication:5234300
DOI10.1080/14697688.2018.1501511zbMath1420.91462OpenAlexW2891231765MaRDI QIDQ5234300
Griselda Deelstra, Donatien Hainaut
Publication date: 26 September 2019
Published in: Quantitative Finance (Search for Journal in Brave)
Full work available at URL: https://dipot.ulb.ac.be/dspace/bitstream/2013/280669/3/HD_SJSED.pdf
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Cites Work
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