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~isPartOf:"Annals of actuarial science : publ. by the Institute of Actuaries and the Faculty of Actuaries"
~isPartOf:"Finance : revue de l'Association Française de Finance"
~source:"econis"
~subject:"Stochastic process"
~subject:"Theory"
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Annals of actuarial science : publ. by the Institute of Actuaries and the Faculty of Actuaries
Finance : revue de l'Association Française de Finance
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A review on Poisson, Cox, Hawkes, shot-noise Poisson and dynamic contagion process and their compound processes
Jang, Jiwook
;
Oh, Rosy
- In:
Annals of actuarial science : publ. by the Institute of …
15
(
2021
)
3
,
pp. 623-644
Persistent link: https://www.econbiz.de/10012656713
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Les options sur contrats futures : introduction d'un processus de diffusion mixte et application aux devises
Bito, Christian
- In:
Finance : revue de l'Association Française de Finance
8
(
1987
)
2
,
pp. 7-24
Persistent link: https://www.econbiz.de/10001075331
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