Add to ORKGThe dissertation seeks to have an exploration into the most commonly used option pricing models. As we will see in the second chapters, the classic Black-Scholes model, the Jump Diffusion Model, Binomial Tree model, Monte-Carlo valuation and Finite Difference Method are widely used in option pricing. A significant number of empirical evidences in literature tested the validity of the models based on the historical data, rarely are based on the real-time data. This dissertation aims to combine the computational knowledge and option pricing literature, to investigate, design and implement a new option pricing application, which can process the real-time or slightly delayed market quotes to price the options. The application could help rese...