Options Trading, Call, Put, Monte Carlo, Tejapi Quant.
between them. S0 = stocks.loc['2023-01-31']['close_d'] K = 15500 r = stocks['daily return'].rolling(252).mean().loc['2023-01-31'] # average return of stock T = 51 / 252 sigma = stocks.loc['2023-01-31']['moving volatility'] * np.sqrt(252) Nstep = 50000 Nrep = 50000 Npilot = 5000 CallOrPut = 'put'