Hawkes jump-diffusions and finance: a brief history and...

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European Journal of Finance 2020 / 04

Hawkes jump-diffusions and finance: a brief history and review

Hawkes, Alan G.
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Journal:
The European Journal of Finance
DOI:
10.1080/1351847X.2020.1755712
Date:
April, 2020
File:
PDF, 1.25 MB
2020
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