Derivatives
Monte Carlo pricing for European options. Spot, volatility and the risk-free rate come straight out of the BlackOak database; the strike and expiry are yours. The closed-form Black-Scholes price sits beside the simulated one so you can watch the two agree.
From the database
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Contract
90 days · 0.247 years
Simulation
seed 20260827
Same seed, same numbers — every result here reproduces exactly.
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