Anders, Ulrich; Korn, Olaf; Schmitt, Christian - Zentrum für Europäische Wirtschaftsforschung (ZEW) - 1996
In this paper we apply statistical inference techniques to build neural network models which are able to explain the prices of call options written on the German stock index DAX. By testing for the explanatory power of several input variables serving as network inputs, some insight into the...
