Exact simulation of Hawkes process with exponentially...

Exact simulation of Hawkes process with exponentially decaying intensity

Dassios, Angelos, Zhao, Hongbiao
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Volume:
18
Year:
2013
Language:
english
Journal:
Electronic Communications in Probability
DOI:
10.1214/ECP.v18-2717
File:
PDF, 402 KB
english, 2013
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