BRAND: Pricing in Multi-Heston Framework
BRAND journal provides a very interesting article written by Tiberiu Socaciu from Stefan cel Mare University of Suceava, Faculty of Economics. This article displays a definitive in determining an estimating system’s multi-Heston. Fundamentally, he utilizes the hypothesis Carr-Bakshi-Madan and a trademark capacity technique. In this first part, he incorporates arrangements of