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Monte Carlo Simulator
Geometric Brownian Motion + Option Pricing
The Concept
Monte Carlo simulation runs thousands of random price paths to map the range of possible outcomes. Each path follows Geometric Brownian Motion — the same stochastic process used in Black-Scholes. No single path is a prediction. The power is in the distribution: what is the probability of being above or below a certain price? That is what Monte Carlo answers.
Parameters
$100
0.10 (10%)
0.25 (25%)
1.00 yr
50
Presets