Video - Algorithm for Financial Derivatives Evaluation in a Generalized Multi-Heston Model

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Hauptverfasser: Dan Negura, Andreea Blezneag
Format: Recurso digital
Veröffentlicht: Zenodo 2025
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author Dan Negura
Andreea Blezneag
author_facet Dan Negura
Andreea Blezneag
contents <p>In this paper we show how could a financial derivative be estimated based on an assumed Multi-Heston model support.</p>
format Recurso digital
id zenodo_https___doi_org_10_5281_zenodo_18021983
institution Zenodo
language
publishDate 2025
publisher Zenodo
record_format zenodo
spellingShingle Video - Algorithm for Financial Derivatives Evaluation in a Generalized Multi-Heston Model
Dan Negura
Andreea Blezneag
<p>In this paper we show how could a financial derivative be estimated based on an assumed Multi-Heston model support.</p>
title Video - Algorithm for Financial Derivatives Evaluation in a Generalized Multi-Heston Model
url https://doi.org/10.5281/zenodo.18021983