Time-inhomogeneous Hawkes processes and its financial applications

Lee, S; Ha, M; Lee, Y; Seol, Y

doi:10.3934/math.2024858

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Citation Details

Time-inhomogeneous Hawkes processes and its financial applications

Award ID(s):: 2208499

PAR ID:: 10510160

Author(s) / Creator(s):: Lee, S; Ha, M; Lee, Y; Seol, Y

Publisher / Repository:: AIMS

Date Published:: 2024-05-22

Journal Name:: AIMS mathematics

Volume:: 9

Issue:: 7

ISSN:: 2473-6988

Page Range / eLocation ID:: 17657-17675

Format(s):: Medium: X

Sponsoring Org:: National Science Foundation

Free Publicly Accessible Full Text
Accepted Manuscript
Journal Article:
https://doi.org/10.3934/math.2024858

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