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Gradient boosting survival tree with applications in credit scoring
Bai, Miaojun; Zheng, Yan; Shen, Yun - In: Journal of the Operational Research Society 73 (2022) 1, pp. 39-55
Persistent link: https://www.econbiz.de/10012872881
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Exact simulation of gamma-driven Ornstein-Uhlenbeck processes with finite and infinite activity jumps
Qu, Yan; Dassios, Angelos; Zhao, Hongbiao - In: Journal of the Operational Research Society 72 (2021) 2, pp. 471-484
Persistent link: https://www.econbiz.de/10012500958
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Shot-noise cojumps : exact simulation and option pricing
Qu, Yan; Dassios, Angelos; Zhao, Hongbiao - In: Journal of the Operational Research Society 74 (2023) 3, pp. 647-665
Persistent link: https://www.econbiz.de/10014331928