▲
BRAND. Broad Research in Accounting, Negotiation, and Distribution
Volume: 4 | Issue: 2 | Paper number: 2.
About Multi-Heston SDE Discretization
Abstract
A
bstract: in this paper we show how can estimate a financial derivative based on a support if assume for the support a Multi-Heston model.
Keywords: Euler Maruyama discretization method, Monte Carlo simulation, Heston model, Double-Heston model, Multi-Heston model.
Academic discipline and sub-disciplines:
Economics
