Sökning: "Nazmul Hoque"

Hittade 1 uppsats innehållade orden Nazmul Hoque.

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

    Master-uppsats, Mälardalens högskola; Akademin för utbildning, kultur och kommunikation

    Författare :Hailong Zhao; S.M. Nazmul Hoque; [2010]
    Nyckelord :;

    Sammanfattning : 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. LÄS MER