Theoretical Pricing
Simulate option prices by generating thousands of stochastic price paths under risk-neutral measure.
Monte Carlo SimulationOption Parameters
$
$
%
%
yr
MC PRICE
—
95% CI: —
Std Err: —
Comparison
MC Price
—
BSM Price
—
Difference
—
Greeks (finite diff)
| Δ | — | Γ | — |
| ν | — | Θ/day | — |
| ρ | — |
Payoff / Current Value
Sensitivity