Transform analysis for Hawkes processes with applications in dark pool trading

Xuefeng Gao, Xiang Zhou and Lingjiong Zhu

Year of publication:	February 2018
Authors:	Gao, Xuefeng ; Zhou, Xiang ; Zhu, Lingjiong
Published in:	Quantitative finance. - Abingdon [u.a.] : Routledge, ISSN 1469-7688, ZDB-ID 2055458-8. - Vol. 18.2018, 2, p. 265-282
Subject:	Hawkes processes \| Transform analysis \| Dark pool trading \| Theorie \| Theory \| Börsenkurs \| Share price \| Wertpapierhandel \| Securities trading

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