@article{thielespideforunitlinkedpoliciesinthe,
  title = {Thiele's PIDE for unit-linked policies in the Heston-Hawkes stochastic volatility model},
  author = {David R. Baños and Salvador Ortiz-Latorre and Oriol Zamora Font},
  year = {2023},
  eprint = {2309.03541},
  archivePrefix = {arXiv},
  url = {https://arxiv.org/abs/2309.03541v2},
}