Title of article :
Prediction of pricing and hedging errors for equity linked warrants with Gaussian process models
Author/Authors :
Gyu-Sik Han، نويسنده , , Jaewook Lee، نويسنده ,
Issue Information :
روزنامه با شماره پیاپی سال 2008
Keywords :
Equity linked warrants , derivatives , Hedging , Neural networks , Gaussian processes
Journal title :
Expert Systems with Applications
Journal title :
Expert Systems with Applications
