Browsen in EconStor gesamt nach Autor:innen Sviščuk, Anatolij
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Erscheinungsjahr | Titel | Autor:innen |
2019 | Quantitative and comparative analyses of limit order books with general compound hawkes processes | He, Qiyue; Sviščuk, Anatolij |
2020 | Multivariate general compound point processes in limit order books | Guo, Qi; Remillard, Bruno; Sviščuk, Anatolij |
2020 | General compound hawkes processes in limit order books | Sviščuk, Anatolij; Huffman, Aiden |
2021 | Transformations of telegraph processes and their financial applications | Pogorui, Anatoliy A.; Sviščuk, Anatolij; Rodríguez-Dagnino, Ramón M. |
2021 | Merton investment problems in finance and insurance for the Hawkes-Based models | Sviščuk, Anatolij |