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]
@article{HanL08:4,
title = {Prediction of pricing and hedging errors for equity linked warrants with Gaussian process models},
author = {Gyu-Sik Han and Jaewook Lee},
year = {2008},
doi = {10.1016/j.eswa.2007.07.041},
url = {http://dx.doi.org/10.1016/j.eswa.2007.07.041},
tags = {process modeling},
researchr = {https://researchr.org/publication/HanL08%3A4},
cites = {0},
citedby = {0},
journal = {Expert Syst. Appl.},
volume = {35},
number = {1-2},
pages = {515-523},
}