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Zenodo
2025
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| Online-Zugang: | https://doi.org/10.5281/zenodo.17365295 |
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| _version_ | 1866902324378599424 |
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| author | Andreea Blezneag |
| author_facet | Andreea Blezneag |
| contents | <div>This paper demonstrates how the value of an option can be estimated under the assumption of the double-Heston model within a message-based architecture. For the path-tracing simulation, the continuous model will be discretized using an Euler time-stepping scheme.</div> |
| format | Recurso digital |
| id | zenodo_https___doi_org_10_5281_zenodo_17365295 |
| institution | Zenodo |
| language | |
| publishDate | 2025 |
| publisher | Zenodo |
| record_format | zenodo |
| spellingShingle | Video - Algorithm for Financial Derivatives Evaluation in Generalized Double-Heston Model Andreea Blezneag <div>This paper demonstrates how the value of an option can be estimated under the assumption of the double-Heston model within a message-based architecture. For the path-tracing simulation, the continuous model will be discretized using an Euler time-stepping scheme.</div> |
| title | Video - Algorithm for Financial Derivatives Evaluation in Generalized Double-Heston Model |
| url | https://doi.org/10.5281/zenodo.17365295 |