Tag: Financial derivatives

Pricing, Business, Quality.

Pricing in Multi-Heston Framework (I). Riccati Equations

This article presents the ultimate in resolving a pricing framework’s multi-Heston. Basically, we use the theorem Carr-Bakshi-Madan and a characteristic function method. In this first part, we integrate solutions of Riccati equations. Tiberiu Socaciu https://www.edusoft.ro/brain/index.php/brand/article/view/478 \   Articles on the web Published / Preprint: An Analysis of the Heston Stochastic

Profits, Graph, Analysis.

Financial Derivatives (Based on Two Supports) Evaluation

In this paper we build a PDE like Black-Scholes equation in hypothesis of a financial derivative that is dependent on two supports (usual is dependent only on one support), like am option based on gold, when national currency has a great float. Tiberiu Socaciu https://www.edusoft.ro/brain/index.php/brand/article/view/231   Articles on the web