Economic Implications of Nonlinear Pricing Kernels.

Caio Almeida René Garcia

Published in: Manag. Sci. (2017)

Keyphrases

feature space
diffusion processes
support vector
kernel function
kernel principal component analysis
kernel methods
multiple kernel learning
nonlinear models
highly nonlinear
neural network
similarity measure
linear combination
gaussian processes
nonlinear functions
pricing mechanism