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John-John Ketelbuters

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Journal Articles

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2024
[j3]
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John-John Ketelbuters, Donatien Hainaut:
A recursive method for fractional Hawkes intensities and the potential approach of credit risk. J. Comput. Appl. Math. 448: 115895 (2024)
2022
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John-John Ketelbuters, Donatien Hainaut:
CDS pricing with fractional Hawkes processes. Eur. J. Oper. Res. 297(3): 1139-1150 (2022)
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John-John Ketelbuters, Donatien Hainaut:
Time-consistent evaluation of credit risk with contagion. J. Comput. Appl. Math. 403: 113848 (2022)

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