John-John Ketelbuters

According to our database¹, John-John Ketelbuters authored at least 3 papers between 2022 and 2024.

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2024

A recursive method for fractional Hawkes intensities and the potential approach of credit risk.

[BibT_eX]

[DOI]

J. Comput. Appl. Math., 2024

2022

Time-consistent evaluation of credit risk with contagion.

[BibT_eX]

[DOI]

J. Comput. Appl. Math., 2022

CDS pricing with fractional Hawkes processes.

[BibT_eX]

[DOI]

Eur. J. Oper. Res., 2022