<t>I have used Heston Model and Monte-Carlo-Simulation to price the Barrier Options that were traded at EUWAX (down-and-out calls and up-and-out puts with barrier = Strike). And I have found that the violation Model-Price and the Market-Price by at the Money Barrier Options (barrier in the near of S...

<t>I have used Heston Model and Monte-Carlo-Simulation to price the Barrier Options that were traded at EUWAX (down-and-out calls and up-and-out puts with barrier = Strike). And I have found that the violation between Model-Price and the Market-Price by at the Money Barrier Options (barrier in the n...