---
title: OptionMC Monte Carlo Pricing
url: https://www.ml-quant.com/papers/ssrn/5224853/
site: ML-Quant (https://www.ml-quant.com)
updated: 2026-09-26
license: Summaries CC BY 4.0; links go to the original sources
index: https://www.ml-quant.com/llms.txt
identifier: SSRN 5224853
source_url: https://papers.ssrn.com/sol3/papers.cfm?abstract_id=5224853
featured: 2025-04-23
citations: unknown
topic: Derivatives & Volatility
---


# OptionMC Monte Carlo Pricing

The article introduces OptionMC, a Python package for European option pricing using Monte Carlo methods, and validates its use against Black-Scholes solutions.

- Source: https://papers.ssrn.com/sol3/papers.cfm?abstract_id=5224853
- Identifier: SSRN 5224853
- Released: 2025-01-10
- First featured: Quant Letter No. 94 (2025-04-23): https://www.ml-quant.com/issues/2025-04-23/
- Citations (Semantic Scholar): not tracked
- Published in: not yet
- Topic: Derivatives & Volatility

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