Sensitivity analysis for marked Hawkes processes: application to CLO pricing
Crossref DOI link: https://doi.org/10.1007/s11579-018-0215-6
Published Online: 2018-03-28
Published Print: 2018-09
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Bernis, Guillaume
Salhi, Kaouther
Scotti, Simone http://orcid.org/0000-0003-4365-6539
Text and Data Mining valid from 2018-03-28
Article History
Received: 4 July 2017
Accepted: 23 March 2018
First Online: 28 March 2018