CDS pricing with fractional Hawkes processes. - John-John Ketelbuters; Donatien Hainaut (Eur. J. Oper. Res., 2022)

Time-consistent evaluation of credit risk with contagion. - John-John Ketelbuters; Donatien Hainaut (J. Comput. Appl. Math., 2022)

A recursive method for fractional Hawkes intensities and the potential approach of credit risk. - John-John Ketelbuters; Donatien Hainaut (J. Comput. Appl. Math., 2024)