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Browsing Grau en Administració i Direcció d'Empreses. Treballs de fi de grau by Author "Colom Cervera, Marc"

Browsing Grau en Administració i Direcció d'Empreses. Treballs de fi de grau by Author "Colom Cervera, Marc"

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  • Bragagnini, Iker C.; Colom Cervera, Marc; Moreno Calixto, Iván (2022-07-18)
    The Black-Scholes model fails to reproduce some empirical properties of volatility, from real market data, which means that the model may not be adequate to price certain options. Hence, the financial industry and academia ...

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