On reduced-form intensity-based model with 'trigger' events.

Jia-Wen Gu Wai-Ki Ching Tak Kuen Siu Harry Zheng

Published in: J. Oper. Res. Soc. (2014)

Keyphrases

high level
probabilistic model
theoretical framework
prior knowledge
computational model
conceptual model
mathematical model
real time
image processing
maximum likelihood
experimental data
affine invariant
autoregressive