Options Trading, Call, Put, Monte Carlo, Tejapi Quant.
T, Nsteps, Nrep, Npilot)) print('TEJ Black Scholes price: ', puts.loc['2023-01-31']['theoremp']) print('Real price: ', puts.loc['2023-01-31']['settle']) We use a Taiwan Stock Exchange put with a strike price of 15,500 and a time period from January 1, 2023, to April 19, 2023. Sigma is calculated as