Calatayud, Julia; Cortés, Juan Carlos; Jornet Sanz, Marc; Villanueva, Rafael(Universitat Politècnica de València, 2019-02-08)
[EN] The aim of this paper is to show a methodology, based on the so-called Lognormal Model, to describe the dynamics of underlying assets by taking into account the uncertainty of nancial markets. In spite of its simple ...