A Gamma Ornstein–Uhlenbeck model driven by a Hawkes process

Location
Deutsche Nationalbibliothek Frankfurt am Main
ISSN
1862-9660
Extent
Online-Ressource
Language
Englisch
Notes
online resource.

Bibliographic citation
A Gamma Ornstein–Uhlenbeck model driven by a Hawkes process ; day:24 ; month:3 ; year:2021 ; pages:1-27
Mathematics and financial economics ; (24.3.2021), 1-27

Classification
Wirtschaft

Creator
Bernis, Guillaume
Brignone, Riccardo
Scotti, Simone
Sgarra, Carlo
Contributor
SpringerLink (Online service)

DOI
10.1007/s11579-021-00295-0
URN
urn:nbn:de:101:1-2021050912105594472571
Rights
Open Access; Der Zugriff auf das Objekt ist unbeschränkt möglich.
Last update
14.08.2025, 10:56 AM CEST

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Associated

  • Bernis, Guillaume
  • Brignone, Riccardo
  • Scotti, Simone
  • Sgarra, Carlo
  • SpringerLink (Online service)

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