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A mutually exciting rough jump-diffusion for financial modelling.

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Title: A mutually exciting rough jump-diffusion for financial modelling.
Authors: Hainaut, Donatien1 (AUTHOR) donatien.hainaut@uclouvain.be
Source: Fractional Calculus & Applied Analysis. Feb2024, Vol. 27 Issue 1, p319-352. 34p.
Database: Mathematics Source
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        Value: 10.1007/s13540-023-00234-4
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        Text: English
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              Text: Feb2024
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