Login / Signup

CDS pricing with fractional Hawkes processes.

John-John KetelbutersDonatien Hainaut
Published in: Eur. J. Oper. Res. (2022)
Keyphrases
  • database
  • databases
  • website
  • multi agent
  • data structure
  • computational model
  • process model
  • game theory
  • computational models
  • pricing model