Research Article
Option Pricing under Double Heston Model with Approximative Fractional Stochastic Volatility
Table 2
The values of the parameters.
| Parameters | Values | Parameters | Values | Parameters | Values | Parameters | Values |
| | 2.2 | | 1.5 | | 0.5 | | 0.5 | | 1.2 | | 0.5 | | 0.9 | | 0.25 | | −0.5 | | 0.15 | | | | |
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