Guillaume Bernis
Guillaume Bernis
Matthieu Garcin
Simone Scotti
Carlo Sgarra
Interest Rates Term Structure Models Driven by Hawkes Processes.
1062-1079
2023
December
14
SIAM J. Financial Math.
4
https://doi.org/10.1137/22m1502604
db/journals/siamfm/siamfm14.html#BernisGSS23
Matthieu Garcin
Simone Scotti
Carlo Sgarra