Journal article 20390 views 1405 downloads
Hawkes jump-diffusions and finance: a brief history and review
Alan Hawkes
European Journal of Finance, Pages: 1 - 15
Swansea University Author: Alan Hawkes
-
PDF | Accepted Manuscript
Download (4.41MB)
DOI (Published version): 10.1080/1351847x.2020.1755712
Abstract
Hawkes jump-diffusions and finance: a brief history and review
| Published in: | European Journal of Finance |
|---|---|
| ISSN: | 1351-847X 1466-4364 |
| Published: |
Informa UK Limited
|
| Online Access: |
Check full text
|
| URI: | https://cronfa.swan.ac.uk/Record/cronfa55809 |
| Tags: |
Add Tag
No Tags, Be the first to tag this record!
|
| Keywords: |
Hawkes process; jump-diffusion; pricing; hedging; portfolio |
|---|---|
| College: |
Faculty of Humanities and Social Sciences |
| Start Page: |
1 |
| End Page: |
15 |