Publications of the Research Unit Pensions and Sustainable Financial Markets

  1. ZEW Discussion Paper No. 96-04 // 1996

    Improving the Pricing of Options. A Neutral Network Approach

    In this paper we apply statistical inference techniques to build neural network models which are ahle to explain the prices of call options written on the German stock index DAX. By testing for the explanatory…

Further Publications

ZEW Financial Market Survey

German Real Estate Finance Index (DIFI Report)