OptionMC Monte Carlo Pricing
The article introduces OptionMC, a Python package for European option pricing using Monte Carlo methods, and validates its use against Black-Scholes solutions.
Featured in No. 94 on 23 Apr 2025 ·
- Released
- 10 Jan 2025
- First featured
- No. 94 · 23 Apr 2025
- Published in
- Not yet, as far as Semantic Scholar knows
- Shares when featured
- 4
- Identifier
- SSRN 5224853
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