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SimpleMonteCarloOptionPricingModel

An option pricing model using Monte Carlo Simulation. It's currently setup for pricing European options, but can easily be extended for Asian options etc.

Build Instructions (on Linux):

  1. In the root project directory type "cmake -S . -B ./build".
  2. Go into the newly created build directory and type "make".
  3. Go into the src subdirectory (ie: build/src/) and run the "SimpleMonteCarloOptionPricingModel" executable.

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Simple option pricing model using Monte Carlo simulation

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