Averaging Principle In Option Pricing Model With Stochastic Volatility

This thesis mainly focuses on the option pricing model with stochastic volatility that contains several different stocks and gets the approximation solution via aver-aging principle.The story of the classical Black-Scholes Model and pricing formula of European call options is introduced first.Based on this classical theory,the main question is proposed.Then,the next section introduces some known results about the pricing model with stochastic volatility.In order to deal with the option pricing model that contains the interaction between different stocks,the third chapter starts with the situation of two stocks and gets the model in risk neutral measure.Then this chapter proves the existence and uniqueness of the solution and gets approximation solution with averaging principle.Last but not the least,this thesis presents the corresponding results of European call options model with several stocks.