Funder
National Natural Science Foundation of China
Subject
Economics and Econometrics,Finance
Reference36 articles.
1. Modeling financial contagion using mutually exciting jump processes;Aït-Sahalia;Journal of Financial Economics,2015
2. Moment-matching approximations for stochastic sums in non-Gaussian Ornstein–Uhlenbeck models;Brignone;Insurance: Mathematics & Economics,2021
3. Asian options pricing in Hawkes-type jump-diffusion models;Brignone;Annals of Finance,2020
4. Shock waves and golden shores: the asymmetric interaction between gold prices and the stock market;Buccioli;The European Journal of Finance,2022
5. Option pricing with threshold mean reversion;Chi;Journal of Futures Markets,2017