The article discusses different techniques for pricing European options in financial mathematics. The researchers used the binomial tree model and the Black-Scholes model to predict option prices. They found that the binomial tree model can simulate future option prices accurately, especially under low volatility. However, under high volatility, more steps are needed for accuracy. The models performed better for put options than call options, and both overestimated stock prices compared to the Monte-Carlo method. The study provides insights into pricing European options using various methods.