Hawkes Processes in Finance
Author:
Affiliation:
1. Centre de Mathématiques Appliquées, CNRS, École Polytechnique, UMR 7641, 91128 Palaiseau, France
2. Laboratoire Sciences Pour l'Environnement, CNRS, Université de Corse, UMR 6134, 20250 Corté, France
Abstract
Publisher
World Scientific Pub Co Pte Lt
Subject
Ocean Engineering
Link
https://www.worldscientific.com/doi/pdf/10.1142/S2382626615500057
Reference54 articles.
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