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The Black-Scholes formula is a well-known model for pricing and hedging derivative securities. It relies, however, on several highly questionable assumptions. This paper examines whether a neural network (MLP) can be used to find a call option pricing formula better corresponding to market prices and the properties of the underlying asset than the Black-Scholes formula' The neural network method i
What are the intangibles and how transactions related to them should be evaluated from a direct and indirect tax perspective is one of the crucial questions of the modern tax systems and business operators. OECD provides a combination of methods and rules that can be applied for direct tax purposes. However, answers to these questions are not easy to find in the European Value Added Tax (VAT) syst
This paper explores the realm of price discrimination and optimal pricing for a football club in the Swedish Premier League. By use of data from the club’s ticket system, linear regression analysis and a straightforward demand function the current price discrimination scheme is evaluated. From these results, estimates of lost ticket revenue are calculated and a revised price scheme is produced.
