Essays about: "Hailong Zhao"
Found 1 essay containing the words Hailong Zhao.
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1. Pricing European Call Option in Scott’s Stochastic Volatility Model
University essay from Mälardalens högskola; Akademin för utbildning, kultur och kommunikationAbstract : In this paper, we derive pricing equations for the European call option under Scott’s stochastic volatility model and achieve a price for the European call option by creating a JAVA applet. Through certain times of simulating we can observe the tendency of the options price, as a result, which it can provide the necessary data for implementing the optimal strategies of investment. READ MORE
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