Options Trading, Call, Put, Monte Carlo, Tejapi Quant.
-1] if CallOrPut == 'call': C = np.maximum(SPATH2[:,-1] - K, 0) * np.exp(-r*T) CVC = np.mean(C + c * (S - ExpY)) return CVC else: P = np.maximum(K - SPATH2[:,-1], 0) * np.exp(-r*T) CVP = np.mean(P + c * (S - ExpY)) return CVP By inputting numbers into arguments, we testify the difference between