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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

Published in: European Journal of Finance
ISSN: 1351-847X 1466-4364
Published: Informa UK Limited
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Keywords: Hawkes process; jump-diffusion; pricing; hedging; portfolio
College: Faculty of Humanities and Social Sciences
Start Page: 1
End Page: 15