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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

Published in: European Journal of Finance
ISSN: 1351-847X 1466-4364
Published: Informa UK Limited
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URI: https://cronfa.swan.ac.uk/Record/cronfa55809
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first_indexed 2020-12-03T09:51:21Z
last_indexed 2021-01-27T04:19:39Z
id cronfa55809
recordtype SURis
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spelling 2021-01-26T17:15:41.0663350 v2 55809 2020-12-03 Hawkes jump-diffusions and finance: a brief history and review 56dbf45233f1d80425924e81dc651635 Alan Hawkes Alan Hawkes true false 2020-12-03 SGMGT Journal Article European Journal of Finance 1 15 Informa UK Limited 1351-847X 1466-4364 Hawkes process; jump-diffusion; pricing; hedging; portfolio 0 0 0 0001-01-01 10.1080/1351847x.2020.1755712 COLLEGE NANME School of Management - School COLLEGE CODE SGMGT Swansea University 2021-01-26T17:15:41.0663350 2020-12-03T09:45:29.4180209 Faculty of Humanities and Social Sciences School of Management - Accounting and Finance Alan Hawkes 1 55809__18800__9216039ef2e84d01a2b4f3c50b88c57a.pdf AAM.pdf 2020-12-03T09:50:38.0558136 Output 4619346 application/pdf Accepted Manuscript true 2021-10-23T00:00:00.0000000 true eng
title Hawkes jump-diffusions and finance: a brief history and review
spellingShingle Hawkes jump-diffusions and finance: a brief history and review
Alan Hawkes
title_short Hawkes jump-diffusions and finance: a brief history and review
title_full Hawkes jump-diffusions and finance: a brief history and review
title_fullStr Hawkes jump-diffusions and finance: a brief history and review
title_full_unstemmed Hawkes jump-diffusions and finance: a brief history and review
title_sort Hawkes jump-diffusions and finance: a brief history and review
author_id_str_mv 56dbf45233f1d80425924e81dc651635
author_id_fullname_str_mv 56dbf45233f1d80425924e81dc651635_***_Alan Hawkes
author Alan Hawkes
author2 Alan Hawkes
format Journal article
container_title European Journal of Finance
container_start_page 1
institution Swansea University
issn 1351-847X
1466-4364
doi_str_mv 10.1080/1351847x.2020.1755712
publisher Informa UK Limited
college_str Faculty of Humanities and Social Sciences
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hierarchy_top_id facultyofhumanitiesandsocialsciences
hierarchy_top_title Faculty of Humanities and Social Sciences
hierarchy_parent_id facultyofhumanitiesandsocialsciences
hierarchy_parent_title Faculty of Humanities and Social Sciences
department_str School of Management - Accounting and Finance{{{_:::_}}}Faculty of Humanities and Social Sciences{{{_:::_}}}School of Management - Accounting and Finance
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published_date 0001-01-01T04:10:17Z
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