Funder
Fonds De La Recherche Scientifique - FNRS
Subject
Statistics, Probability and Uncertainty,Economics and Econometrics,Statistics and Probability
Reference27 articles.
1. Affine volterra processes;Abi Jaber;The Annals of Applied Probability,2019
2. Multi-factor approximation of rough volatility models;Abi Jaber;SIAM Journal on Financial Mathematics,2019
3. Pricing under rough volatility;Bayer;Quantitative Finance,2016
4. Multivariate Hawkes process for cyber insurance;Bessy-Roland;Annals of Actuarial Sciences,2020
5. Multivariate fractional Poisson processes and compound sums;Beghin;Advances in Applied Probability,2016