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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
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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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Nonparametric predictive inference for European option pricing based on the binomial tree model
He, Ting; Coolen, Frank P. A.; Coolen-Maturi, Tahani - In: Journal of the Operational Research Society 70 (2019) 10, pp. 1692-1708
Persistent link: https://www.econbiz.de/10012214368
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Optimising darts strategy using Markov decision processes and reinforcement learning
Baird, Graham - In: Journal of the Operational Research Society 71 (2020) 6, pp. 1020-1037
Persistent link: https://www.econbiz.de/10012264495
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Application of Dempster-Shafer theory in combining the experts' opinions in DEA
Agreh, Omid Yaghubi; Ghaffari-Hadigheh, Alireza - In: Journal of the Operational Research Society 70 (2019) 6, pp. 915-925
Persistent link: https://www.econbiz.de/10012213044
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Reliable communication network design : the hybridisation of metaheuristics with the branch and bound method
Ozkan, Omer; Ermis, Murat; Bekmezci, Ilker - In: Journal of the Operational Research Society 71 (2020) 5, pp. 784-799
Persistent link: https://www.econbiz.de/10012216779
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Ranking decision making units based on the multi-directional efficiency measure
Soltani, Narges; Yang, Zijiang; Lozano, Sebastián - In: Journal of the Operational Research Society 73 (2022) 9, pp. 1996-2008
Persistent link: https://www.econbiz.de/10013532401
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Comparisons of frequentist and Bayesian inferences for interval estimation on process yield
Wu, Chien-wei; Shu, Ming-Hung; Huang, Ting-Ying; Hsu, Bi-Min - In: Journal of the Operational Research Society 73 (2022) 12, pp. 2694-2705
Persistent link: https://www.econbiz.de/10013533319
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A Monte Carlo simulation framework for reject inference
Anderson, Billie; Newman, Mark A.; Grim II, Philip A.; … - In: Journal of the Operational Research Society 74 (2023) 4, pp. 1133-1149
Persistent link: https://www.econbiz.de/10014334875
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Classical and quantum computing methods for estimating loan-level risk distributions
Breeden, Joseph L.; Leonova, Yevgeniya - In: Journal of the Operational Research Society 74 (2023) 7, pp. 1800-1814
Persistent link: https://www.econbiz.de/10014336324