Simulation Models
Monte Carlo Pricing Simulator
Use an internal geometric-Brownian-motion Monte Carlo engine to estimate option values and inspect simulated terminal-price behavior directly inside QuantModels.ai.
Model Overview
Monte Carlo methods provide a flexible route to scenario-based valuation when pathwise behavior matters more than closed-form tractability.
Monte Carlo Inputs
Call price
9.8481
Put price
6.2004
Avg terminal price
103.7588