The article discusses different mathematical models used to price financial derivatives, such as options. It covers methods like Black-Scholes, Monte Carlo simulation, binomial and trinomial trees, finite-difference methods, exotic options, stochastic volatility, and statistical models. The researchers explore how these models can be implemented to calculate prices and manage risks in the financial markets. Key findings include the importance of understanding volatility, the use of various simulation techniques, and the application of statistical models to predict market movements.