- Inicio
- Listar por autor
Listar por autor "Ibañez, Elena"
Mostrando ítems 1-1 de 1
-
Volatility timing: Pricing barrier options on DAX XETRA index
Esparcia, Carlos ; Ibañez, Elena; Jareño, Francisco (Mathematics, 05/2020)This paper analyses the impact of different volatility structures on a range of traditional option pricing models for the valuation of call down and out style barrier options. The construction of a Risk-Neutral Probability ...