@article{anewselfexcitingjumpdiffusionprocess,
  title = {A new self-exciting jump-diffusion process for option pricing},
  author = {Luis A. Souto Arias and Pasquale Cirillo and Cornelis W. Oosterlee},
  year = {2022},
  eprint = {2205.13321},
  archivePrefix = {arXiv},
  url = {https://arxiv.org/abs/2205.13321v2},
}