Options Trading, Call, Put, Monte Carlo, Tejapi Quant.
with the results from the regular Monte Carlo simulation. The results can be seen in Figure 3, and it can be observed that they are indeed very close to each other. CallOrPut = 'put' K = 110 S0 = 100 r = 0.03 sigma = 0.25 T = 0.5 Nrep = 10000 Nsteps = 1000 print('Price under AV: ',