no code implementations • 23 Aug 2023 • Natasha Latif, Shafqat Ali Shad, Muhammad Usman, Chandan Kumar, Bahman B Motii, MD Mahfuzer Rahman, Khuram Shafi, Zahra Idrees
In this paper, we price European Call three different option pricing models, where the volatility is dynamically changing i. e. non constant.
