Modelo estocástico para el precio de activos riesgosos utilizando procesos Hawkes
[Stochastic model for risky assets price using Hawkes processes]
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More about this item
Keywords
procesos Hawkes; finanzas;JEL classification:
- C60 - Mathematical and Quantitative Methods - - Mathematical Methods; Programming Models; Mathematical and Simulation Modeling - - - General
- C65 - Mathematical and Quantitative Methods - - Mathematical Methods; Programming Models; Mathematical and Simulation Modeling - - - Miscellaneous Mathematical Tools
NEP fields
This paper has been announced in the following NEP Reports:- NEP-ORE-2020-07-27 (Operations Research)
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