Options Trading, Call, Put, Monte Carlo, Tejapi Quant.
model and Greeks. S0 = 100 K = 110 CallOrPut = 'put' r = 0.03 sigma = 0.25 T = 0.5 Nsteps = 10000 Nrep = 1000 p_ = mc_options(CallOrPut, K, S0, r, sigma, T, Nsteps, Nrep) mybs = BS_formula(S0, K, r, sigma, T) c, p = mybs.BS_price() print(f'Monte Carlo price: {c_}') print(f'Black Scholes price: