Bartels, Patrick; Breitner, Michael H. - Universität <Hannover> / Wirtschaftswissenschaftliche … - 2004
Today´s derivate pricing base on stochastic models developed in the 70´s. These models base on some unrealistic assumptions. The system WARRANT PRO 1 presented here combines the software agent PISA (Partially Intelligent Software Agent) and the neurosimulator FAUN (Fast Approximation with...