This file contains bidirectional Unicode text that may be interpreted or compiled differently than what appears below. To review, open the file in an editor that reveals hidden Unicode characters.
Learn more about bidirectional Unicode characters
# | |
# Monte Carlo valuation of European call options with NumPy (log version) | |
# Monte_Carlo.py | |
# | |
import math | |
from numpy import * | |
from time import time | |
# star import for shorter code | |
random.seed(20000) | |
t0 = time() |