Option Pricing with a Compound CARMA(p,q)-Hawkes

Fuente: arXiv

Saved in:

Bibliographic Details
Main Authors:	Mercuri, Lorenzo, Perchiazzo, Andrea, Rroji, Edit
Format:	Preprint
Published:	2024
Subjects:	Mathematical Finance
Online Access:	Acceder al recurso
Tags:	Add Tag No Tags, Be the first to tag this record!

Internet

https://arxiv.org/abs/2412.15172