Author:
Eliazar Iddo,Klafter Joseph
Subject
Condensed Matter Physics,Statistical and Nonlinear Physics
Cited by
22 articles.
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1. A recursive method for fractional Hawkes intensities and the potential approach of credit risk;Journal of Computational and Applied Mathematics;2024-10
2. CDS pricing with fractional Hawkes processes;European Journal of Operational Research;2022-03
3. Sub-diffusion for Illiquid Markets;Continuous Time Processes for Finance;2022
4. Option pricing in illiquid markets: A fractional jump–diffusion approach;Journal of Computational and Applied Mathematics;2021-01
5. Fractional Hawkes processes;Physica A: Statistical Mechanics and its Applications;2020-07