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
Pages
9
From page
515
To page
523
Keywords
Equity linked warrants , derivatives , Hedging , Neural networks , Gaussian processes
Journal title
Expert Systems with Applications
Serial Year
2008
Journal title
Expert Systems with Applications
Record number
187177
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