BRAND Journal - Pricing in Multi-Heston Framework (I). Riccati equations

Abstract

<div><i>Abstract</i></div><div><br></div><div>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.</div><div><br></div><div><b>Find more at:</b></div><div><b>https://www.edusoft.ro/brain/index.php/brand/article/view/478 </b></div

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