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smushimink / Monte-Carlo-vs-Black-Scholes-Option-Values-ipynb
Last active October 11, 2025 08:55
Change your preferred Company stock line 10. Comparison of Monte Carlo European Call/Put Option Value vs. Black Sholes Call/Put Option Value. Parameters are based on Apple Stock on 11/Oct/2025 through yfinance.ResourcesComparison of Monte Carlo European Call/Put Option Value vs. Black Sholes Call/Put Option Value. Parameters are based on Apple S…
import math
import yfinance as yf
import numpy as np
from scipy.stats import norm
import yfinance as yf
import numpy as np
import datetime as dt
ticker = yf.Ticker("AAPL")