Monte Carlo Simulation

This project demonstrates a high-performance Monte Carlo simulation for Geometric Brownian Motion, implemented in C++ and compiled to WebAssembly.

PRICE_EVOLUTION_PATHS
DISTRIBUTION
DELTA
0.0000
GAMMA
0.0000
VEGA
0.0000
THETA
0.0000
RHO
0.0000
PROB. PROFIT
0.0%

OPTION_PRICE_SURFACE_HEATMAP