algorithm for financial derivatives evaluation in generalized double-heston model

Clicks: 149
ID: 242109
2010
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Abstract
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.
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socaciu2010brandalgorithm Use this key to autocite in the manuscript while using SciMatic Manuscript Manager or Thesis Manager
Authors ;Tiberiu Socaciu
Journal wireless communications and mobile computing
Year 2010
DOI
DOI not found
URL
https://www.edusoft.ro/brain/index.php/brand/article/view/55
Keywords
demographyeconomics as a sciencesocial sciences (general) economic theory

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