# A self-exciting switching jump diffusion: properties, calibration and hitting time

> Research article (Quantitative Finance, 2018) · cited 10× · AI/ML

**Wikidata**: [openalex:W2891231765](https://www.wikidata.org/wiki/openalex:W2891231765)  
**Source**: https://4ort.xyz/entity/a-self-exciting-switching-jump-diffusion-properties-calibration-and-hitting-time