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Last updated on: 2026-09-15
App Store Apps > Finance > Options Pricing Monte Carlo
Options Pricing Monte Carlo icon

Options Pricing Monte Carlo

2.2.0
Tenacious App Production, LLC
5.00
3 reviews
Free

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About Options Pricing Monte Carlo

Options Pricing Monte Carlo is a finance app developed by Tenacious App Production, LLC.

User Ratings

Options Pricing Monte Carlo is rated 5.00 out of 5 stars. The rating is based on 3 ratings.

App Information

Options Pricing Monte Carlo is FREE to download. The download size is 4.31 MB. The latest version available is 2.2.0. The last update was on February 26, 2021.

Technical Requirements

The app has a content rating of Everyone. The app has been available on App Store March 2018.

Description
The Options Pricing Monte Carlo app prices power options: max(S^i -K,0) or max(K-S^i,0). It also shows the % of paths with positive payoffs. The normal inverse is calculated with Beasley-Springer-Moro method.

The Heston tab is used to price options under stochastic volatility using Monte Carlo.

It also prices European options using Black-Scholes and can also calculate Implied Vol. Normal is calculated by direct integration using Simpson method with a low tolerance.

So 4 calculators in one:
- Monte Carlo simulator for regular European and Power options.
- Monte Carlo simulator for European options with stochastic vol (Heston model).
- Black Scholes calculator for price and greeks and implied vol.
- Simulation tab lets you visualize Brownian Motion with drift. (2D or vs time).
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More data about Options Pricing Monte Carlo

Price Free to download
Rating 5.00 based on 3 ratings
Ranking Not ranked
Version 2.2.0
App download size 4.31 MB
Suitable for Everyone

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Changelog of Options Pricing Monte Carlo

No changelog data

Developer information for Tenacious App Production, LLC

Tenacious App Production, LLC

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App Store Rankings for Options Pricing Monte Carlo

This app is not ranked

Technologies used by Options Pricing Monte Carlo

Frequently asked questions about Options Pricing Monte Carlo

Is Options Pricing Monte Carlo free?

Yes. Options Pricing Monte Carlo is free to download from App Store.

Is Options Pricing Monte Carlo still available?

Yes. Options Pricing Monte Carlo is on App Store, and the last update we saw was on February 26, 2021.

How large is the Options Pricing Monte Carlo download?

Options Pricing Monte Carlo is 4.31 MB to download.

Is Options Pricing Monte Carlo suitable for children?

App Store rates the content of Options Pricing Monte Carlo as suitable for everyone.

How do people rate Options Pricing Monte Carlo?

Options Pricing Monte Carlo scores 5.00 out of 5 stars, from 3 ratings on App Store.

Who made Options Pricing Monte Carlo?

Options Pricing Monte Carlo was developed by Tenacious App Production, LLC. It is listed in the finance category on App Store.

What are the best alternatives to Options Pricing Monte Carlo?

People looking at Options Pricing Monte Carlo also look at these finance apps: Easy Option Calculator, OptionPosition+, MCarloRisk, Black Scholes Calculator, Option Explorer.

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Overview Reviews Alternatives Rankings Technology
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