"CDS pricing with fractional Hawkes processes."

John-John Ketelbuters, Donatien Hainaut (2022)

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DOI: 10.1016/J.EJOR.2021.06.045

access: closed

type: Journal Article

metadata version: 2021-12-07

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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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