%0 Journal Article
%T Algorithm for Financial Derivatives Evaluation in Generalized Double-Heston Model
%A Tiberiu Socaciu
%J BRAND : Broad Research in Accounting, Negotiation, and Distribution
%D 2010
%I EduSoft Publishing Bacau
%X 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.
%U http://www.edusoft.ro/brain/index.php/brand/article/view/55