文章基本信息

标题：About Multi-Heston SDE Discretization
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作者：Tiberiu Socaciu ; Mirela Danubianu
期刊名称：BRAND. Broad Research in Accounting, Negotiation, and Distribution
印刷版ISSN：2067-8177
出版年度：2013
卷号：4
期号：2
页码：6-9
语种：English
出版社：EduSoft
摘要：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.
关键词：Economics