Prediction of pricing and hedging errors for equity linked warrants with Gaussian process models

Gyu-Sik Han, Jaewook Lee. Prediction of pricing and hedging errors for equity linked warrants with Gaussian process models. Expert Syst. Appl., 35(1-2):515-523, 2008. [doi]

Authors

Gyu-Sik Han

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Jaewook Lee

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