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John-John Ketelbuters
Publication Activity (10 Years)
Years Active: 2022-2022
Publications (10 Years): 2
Top Topics
Pricing Model
Credit Risk
Website
Computational Models
Top Venues
J. Comput. Appl. Math.
Eur. J. Oper. Res.
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Publications
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John-John Ketelbuters
,
Donatien Hainaut
CDS pricing with fractional Hawkes processes.
Eur. J. Oper. Res.
297 (3) (2022)
John-John Ketelbuters
,
Donatien Hainaut
Time-consistent evaluation of credit risk with contagion.
J. Comput. Appl. Math.
403 (2022)