ARTICLE
Subject:
Computer Science And Mathematics,
Probability And Statistics
Keywords:
contagion risk; insurance premium; aggregate claims; default-free bond pricing; self-exciting process; Hawkes process; CIR process
Online: 28 August 2019 (04:00:41 CEST)
ARTICLE
|
doi:10.20944/preprints202005.0218.v1
Subject:
Business, Economics And Management,
Econometrics And Statistics
Keywords:
agricultural commodity futures; price discovery; market reflexivity; Hawkes process
Online: 13 May 2020 (03:35:53 CEST)