Jacob McGreen
Monte Carlo Options Pricing
Overview
Explicit
Market
Analytics
Data
Base Scenario
Shared inputs for sweep and convergence runs.
Spot (S0)
Volatility (sigma)
Rate (r)
Dividend (q)
Strike (K)
Maturity (T)
Style
European
Asian Arithmetic
Barrier Up & Out
Call / Put
Call
Put
Paths
Steps
Seed
Antithetic
True
False
Parameter Sweep
Field
Sigma
Strike (K)
Spot (S0)
Rate (r)
Dividend (q)
Maturity (T)
Values (comma separated)
Run Sweep
No data yet.
Convergence
Paths (comma separated)
Run Convergence
No data yet.