Socaciu, Tiberiu; Patrut, Bogdan - In: BRAND. Broad Research in Accounting, Negotiation, and … 1 (2010) 1, pp. 5-10
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.
