Essays about: "Ahmad Al-Kadri"
Found 1 essay containing the words Ahmad Al-Kadri.
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1. Option pricing under Black-Scholes model using stochastic Runge-Kutta method.
University essay from Mälardalens högskola/Akademin för utbildning, kultur och kommunikationAbstract : The purpose of this paper is solving the European option pricing problem under the Black–Scholes model. Our approach is to use the so-called stochastic Runge–Kutta (SRK) numericalscheme to find the corresponding expectation of the functional to the stochastic differentialequation under the Black–Scholes model. READ MORE
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