金融连续时间处理：转换、自激、分数和其他近期动态教学学习讲义 The Lectures of Continuous Time Processes for Finance：Switching, Self-exciting
=Donatien Hainaut - Continuous Time Processes for Finance_ Switching, Self-exciting, Fractional and other Recent Dynamics
=Continuous Time Processes for Finance：Switching, Self-exciting, Fractional and other Recent Dynamics


CH 1 Switching Models- Properties and Estimation.pdf
CH 2 Estimation of Continuous Time Processes by Markov Chain.pdf
CH 3 Particle Filtering and Estimation.pdf
CH 4 Modeling of Spillover Effects in Stock Markets.pdf
CH 5 Non-Markov Models for Contagion and Spillover.pdf
CH 6 Fractional Brownian Motion.pdf
CH 7 Gaussian Fields for Asset Prices.pdf
CH 8 Lévy Interest Rate Models with a Long Memory.pdf
CH 9 Affine Volterra Processes and Rough Models.pdf
CH 10 Sub-diffusion for Illiquid Markets.pdf
CH 11 A Fractional Dupire Equation for Jump-Diffusions.pdf