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Numerical Solution of Pricing of European Put Option with Stochastic Volatility

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Figure

TABLE 1. 60 Days Forecasted Volatility of Reliance Ltd. using Parameters of GARCH (1,1) Model
TABLE 2. Option Price for Different Stock Prices S, Strike Prices K = $30, $35, $40 and $45,  Interest Rate r = 8 %, 9 %, 10 %, 11 % with One and Two Months Maturity Period
Figure 2. Option price for different stock prices S, strike prices K=$30, $35, $40, $45, interest rates r = 8 %, 9 % with one month maturity
Figure 4. Option price for different stock prices S, strike prices K = $30, $35, $40, $45, interest rates r = 8 %, 9 % with two month maturity
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