"A recursive method for fractional Hawkes intensities and the potential ..."

John-John Ketelbuters, Donatien Hainaut (2024)

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DOI: 10.1016/J.CAM.2024.115895

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type: Journal Article

metadata version: 2024-08-09

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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)

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