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Hawkes jump-diffusions and finance: a brief history and review
Alan Hawkes
European Journal of Finance, Pages: 1 - 15
Swansea University Author: Alan Hawkes
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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 |
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| ISSN: | 1351-847X 1466-4364 |
| Published: |
Informa UK Limited
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| Online Access: |
Check full text
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| URI: | https://cronfa.swan.ac.uk/Record/cronfa55809 |
| Keywords: |
Hawkes process; jump-diffusion; pricing; hedging; portfolio |
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| College: |
Faculty of Humanities and Social Sciences |
| Start Page: |
1 |
| End Page: |
15 |