Publikationen des Forschungsbereichs Altersvorsorge und nachhaltige Finanzmärkte

  1. ZEW Discussion Paper Nr. 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…

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