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European Call Option
S0 = 100.
K = 105.
T = 1.0
r = 0.05
sigma = 0.2
from numpy import *
I = 100000
z = random.standard_normal(I)
ST = S0 * exp((r - 0.5 * sigma ** 2) * T + sigma * sqrt(T) * z)
hT = maximum(ST - K, 0)
C0 = exp(-r * T) * sum(hT) / I
print "value of the euro call options %5.3f" % C0
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