Summary
In this chapter, we looked at option pricing in F# using the famous Black-Scholes formula together with the Monte Carlo method for European options. Once again, F# has proven itself powerful, and in numerical implementations, this is especially true. The code is almost identical to the mathematical functions, which makes it easy to implement without any extra ceremony needed. The lessons learned in this chapter will be used in the next chapter to dig deeper into options and volatility.
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