Modelo estocástico para el precio de activos riesgosos utilizando procesos Hawkes
Stochastic model for risky assets price using Hawkes processes
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El documento presenta los elementos básicos para entender los procesos Hawkes y su aplicación en finanzas. Se caracteriza el comportamiento asintótico de estos procesos y se describe el proceso de difusión de Hawkes como modelo para el retorno logarítmico de activos riesgosos en continuo.
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