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Valuation of the option prices through numerical methods and real option valuation has had a significant influence on the way the traders price the financial derivatives over the past years. The Black-Scholes (BS) model is an essential model that plays an important role in pricing option prices. In this paper, the numerical solution of the Black-Scholes model for pricing European call options with discrete dividend payment using the Monte Carlo (MC) and Finite-Difference Method (FDM) has been presented. The explicit, implicit, and Crank Nicolson finite difference schemes have been used in this study. All of these approaches, including MC Simulation, are applied to the same example to assess their efficiency. The results obtained using these methods have been compared to the option values derived using the option pricing formula. Numerical results reveal that the Crank Nicolson Finite Difference Scheme (CNFDS) converges faster and offers more accurate results than the other two Finite Difference Schemes (FDSs) and the MC simulation.

Because of the tremendous rise in internet-based cybercrime, the safety of data is becoming increasingly important in order for the internet to continue providing its many features and benefits. The largest problem for data owners and service providers is ensuring the security and privacy of their data. Digital technology has become an integral element of our daily lives. Technology plays a vital part in everything from online shopping to online banking to government infrastructure. Cyber-attacks, on the other hand, are a blemish on the digital landscape. As a result, the authors devised a new symmetric algorithm that utilizes a private key and delivers a more scalable, secure, and speedy algorithm solution. As a result of this algorithm's efforts, the security hazards to confidential material will be greatly reduced. This study focuses mostly on the issues that data security faces when working with the most current technology.