Options Trading, Call, Put, Monte Carlo, Tejapi Quant.
function, we can set the arguments to testify whether the function can work or not. The result can be visualized as figure 1. Each line in figure 1 represents a stock simulation path. S0 = 100 K = 110 CallOrPut = 'call' r = 0.03 sigma = 0.25 T = 0.5 Nsteps = 10000 Nrep = 1000 SPATH = mc_asset(S0,