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A data-centric approach to understanding the pricing of financial options

✍ Scribed by Healy, J.; Dixon, M.; Read, B.; Cai, F.F.


Book ID
114995007
Publisher
Springer
Year
2002
Tongue
English
Weight
579 KB
Volume
27
Category
Article
ISSN
1434-6036

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Improving the pricing of options: a neur
✍ Ulrich Anders; Olaf Korn; Christian Schmitt πŸ“‚ Article πŸ“… 1998 πŸ› John Wiley and Sons 🌐 English βš– 299 KB πŸ‘ 2 views

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 variables serving as network inputs, some insight into the pricing proces