This paper shows how can be estimated the value of an option if we assume the double- Heston model on a message …

vanilla options in stochastic volatility and correlation models, in this work, we study the extension of the Heston model by … extended Heston model by incorporating stochastic correlations. Our numerical experiments show that the proposed algorithms can … effect of stochastic correlations on the implied volatility, we find that the performance of the Heston model can be proved …