Pricing power exchange options with hawkes jump diffusion processes
2021 ◽
Vol 17
(1)
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pp. 133-149
Keyword(s):
Keyword(s):
2018 ◽
Vol 20
(11)
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pp. 1811-1823
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2007 ◽
Vol 41
(1)
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pp. 62-70
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2003 ◽
Vol 75
(4)
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pp. 259-274
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2016 ◽
Vol 16
(7)
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pp. 1129-1145
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