"Interest Rates Term Structure Models Driven by Hawkes Processes."

Guillaume Bernis et al. (2023)

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DOI: 10.1137/22M1502604

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type: Journal Article

metadata version: 2023-11-08

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  - https://dblp.org/rec/journals/siamfm/BernisGSS23
Guillaume Bernis, Matthieu Garcin, Simone Scotti, Carlo Sgarra:
Interest Rates Term Structure Models Driven by Hawkes Processes. SIAM J. Financial Math. 14(4): 1062-1079 (2023)

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