Finance, Economics, Mathematics, Physics, Quantitative Finance.
range(num_paths): sample_path = seq.next() path = sample_path.value() final_value = path[-1] payoff = max(final_value - strike, 0) payoffs.append(payoff) # Calculate present value discount_factor = np.exp(-risk_free_rate_usd * maturity_years) present_value = np.mean(payoffs) * discount_factor *