in this paper, the pricing of a european call option on the underlying asset is performed by using a monte carlo method, one of the powerful simulation methods, where the price development of the asset is simulated and value of the claim is computed in terms of an expected value. the proposed approach, applied in monte carlo simulation, is based on the black-scholes equation which generally def...

An important requirement in radiation therapy is a fast and accurate treatment planning system. This system, using computed tomography (CT) data, direction, and characteristics of the beam, calculates the dose at all points of the patient's volume. The two main factors in treatment planning system are accuracy and speed. According to these factors, various generations of treatment planning syst...

The purpose of this article is to present a new Fast Fourier Transform approach to finding option prices with respect to a given objective density of the underlying asset, and a Stochastic Discount Factor. This is compared to a Monte Carlo approach and shown to be a more general approach which can often evaluate prices more quickly in many cases. However it does come with some computational iss...