Jacob McGreen
Monte Carlo Options Pricing
Overview
Explicit
Market
Analytics
Data
Explicit Pricing
Define all model inputs and run a fresh Monte Carlo simulation.
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
Run Pricing