- Location
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Deutsche Nationalbibliothek Frankfurt am Main
- ISSN
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1862-9660
- Extent
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Online-Ressource
- Language
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Englisch
- Notes
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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
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Wirtschaft
- Creator
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Bernis, Guillaume
Brignone, Riccardo
Scotti, Simone
Sgarra, Carlo
- Contributor
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SpringerLink (Online service)
- DOI
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10.1007/s11579-021-00295-0
- URN
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urn:nbn:de:101:1-2021050912105594472571
- Rights
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Open Access; Der Zugriff auf das Objekt ist unbeschränkt möglich.
- Last update
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14.08.2025, 10:56 AM CEST
Data provider
Deutsche Nationalbibliothek. If you have any questions about the object, please contact the data provider.
Associated
- Bernis, Guillaume
- Brignone, Riccardo
- Scotti, Simone
- Sgarra, Carlo
- SpringerLink (Online service)