A self-exciting switching jump diffusion: properties, calibration and hitting time.
Saved in:
| Title: | A self-exciting switching jump diffusion: properties, calibration and hitting time. |
|---|---|
| Authors: | Hainaut, Donatien1 donatien.hainaut@uclouvain.be, Deelstra, Griselda2 |
| Source: | Quantitative Finance. Mar2019, Vol. 19 Issue 3, p407-426. 20p. 3 Charts, 5 Graphs. |
| Database: | Mathematics Source |
|
Full text is not displayed to guests.
Login for full access.
|
|
Be the first to leave a comment!
