Schmidt, Thorsten Shot-noise processes in finance. (English) Zbl 1383.62253 Ferger, Dietmar (ed.) et al., From statistics to mathematical finance. Festschrift in honour of Winfried Stute. Cham: Springer (ISBN 978-3-319-50985-3/hbk; 978-3-319-50986-0/ebook). 367-385 (2017). MSC: 62P05 60G55 60G57 PDF BibTeX XML Cite \textit{T. Schmidt}, in: From statistics to mathematical finance. Festschrift in honour of Winfried Stute. Cham: Springer. 367--385 (2017; Zbl 1383.62253) Full Text: DOI arXiv
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Brix, Anders Generalized gamma measures and shot-noise Cox processes. (English) Zbl 0957.60055 Adv. Appl. Probab. 31, No. 4, 929-953 (1999). Reviewer: Peter Weiß (Linz) MSC: 60G57 60G60 65C05 60G51 PDF BibTeX XML Cite \textit{A. Brix}, Adv. Appl. Probab. 31, No. 4, 929--953 (1999; Zbl 0957.60055) Full Text: DOI