期刊名称：BRAND. Broad Research in Accounting, Negotiation, and Distribution
印刷版ISSN：2067-8177
出版年度：2010
卷号：1
期号：1
页码：5-10
语种：English
出版社：EduSoft
摘要：This paper shows how can be estimated the value of an option if we assume the double-Heston model on a message-based architecture. For path trace simulation we will discretize continous model with an Euler division of time.
