A radial basis function approach to pricing and hedging options incorporating transaction costs

Master's

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Bibliographic Details
Main Author:	TING JEUM NGIT
Other Authors:	STATISTICS & APPLIED PROBABILITY
Format:	Theses and Dissertations
Language:	English
Published:	2010
Subjects:	Learning Networks, Radial Basis Function, Optimization, Option Hedging and Pricing, Transaction Costs
Online Access:	http://scholarbank.nus.edu.sg/handle/10635/15242
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Institution:	National University of Singapore
Language:	English

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spelling	sg-nus-scholar.10635-152422024-10-26T18:17:25Z A radial basis function approach to pricing and hedging options incorporating transaction costs TING JEUM NGIT STATISTICS & APPLIED PROBABILITY LIM TIONG WEE Learning Networks, Radial Basis Function, Optimization, Option Hedging and Pricing, Transaction Costs Master's MASTER OF SCIENCE 2010-04-08T10:51:28Z 2010-04-08T10:51:28Z 2006-04-17 Thesis TING JEUM NGIT (2006-04-17). A radial basis function approach to pricing and hedging options incorporating transaction costs. ScholarBank@NUS Repository. http://scholarbank.nus.edu.sg/handle/10635/15242 NOT_IN_WOS en
institution	National University of Singapore
building	NUS Library
continent	Asia
country	Singapore Singapore
content_provider	NUS Library
collection	ScholarBank@NUS
language	English
topic	Learning Networks, Radial Basis Function, Optimization, Option Hedging and Pricing, Transaction Costs
spellingShingle	Learning Networks, Radial Basis Function, Optimization, Option Hedging and Pricing, Transaction Costs TING JEUM NGIT A radial basis function approach to pricing and hedging options incorporating transaction costs
description	Master's
author2	STATISTICS & APPLIED PROBABILITY
author_facet	STATISTICS & APPLIED PROBABILITY TING JEUM NGIT
format	Theses and Dissertations
author	TING JEUM NGIT
author_sort	TING JEUM NGIT
title	A radial basis function approach to pricing and hedging options incorporating transaction costs
title_short	A radial basis function approach to pricing and hedging options incorporating transaction costs
title_full	A radial basis function approach to pricing and hedging options incorporating transaction costs
title_fullStr	A radial basis function approach to pricing and hedging options incorporating transaction costs
title_full_unstemmed	A radial basis function approach to pricing and hedging options incorporating transaction costs
title_sort	radial basis function approach to pricing and hedging options incorporating transaction costs
publishDate	2010
url	http://scholarbank.nus.edu.sg/handle/10635/15242
_version_	1821181113311166464

A radial basis function approach to pricing and hedging options incorporating transaction costs

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