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Options-Pricing

  1. Cumulative Distribution Function (CDF) calculation modelling
  2. Black-Scholes Model implementation
  3. Monte Carlo Model implementation & simulate
  4. Apply FMP API Options data
  5. Save to MongoDB

The image below is experiment result of running 1 million random simulations on the GDB C++ compiler.

c18ba2feea2269299f1d75e83244ec29

2.0 is under remodelling to accommodate FMP API options data and MongoDB routing updates.

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Fair European options price calculator

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