Hawkes processes and their applications to finance: a review
- 期刊名称Quantitative Finance
- 作者Hawkes, Alan G.
- 印刷ISSN1469-7688
- 电子ISSN1469-7696
- 文件大小388.94KB
- 发表时间2017-12-19
- DOI10.1080/14697688.2017.1403131
- 页码1-6
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