Aubrun, Cécilia
- Multivariate Quadratic Hawkes Processes -- Part I: Theoretical Analysis
2022/06/21 by Cécilia Aubrun, Michael Benzaquen, Aubrun, Cécilia +3 · 1 citation
Biochemistry, Genetics and Molecular Biology · Mathematics · #Diffusion and Search Dynamics #FOS: Economics and business #FOS: Mathematics #FOS: Physical sciences #Point processes and geometric inequalities #Probability (math.PR) #Statistical Mechanics (cond-mat.stat-mech) #Trading and Market Microstructure (q-fin.TR)