文章基本信息
- 标题：Algorithm for Financial Derivatives Evaluation in Generalized Double-Heston Model
- 本地全文：下载
- 作者：Tiberiu Socaciu
- 期刊名称：BRAND : Broad Research in Accounting, Negotiation, and Distribution
- 电子版ISSN：2067-8177
- 出版年度：2010
- 卷号：1
- 期号：1
- 页码：5-10
- 出版社：EduSoft Publishing Bacau
- 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.
