Essays about: "Hailong Zhao"

Found 1 essay containing the words Hailong Zhao.

1. 1. Pricing European Call Option in Scott’s Stochastic Volatility Model

   University essay from Mälardalens högskola; Akademin för utbildning, kultur och kommunikation

   Author : Hailong Zhao; S.M. Nazmul Hoque; [2010]
   Keywords : ;

   Abstract : 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