def euro_call_simu(s0,r,sigma,T,K):
underlying_initial=Monte_Carlo(s0,r,sigma,T,K)
underlying_end_price=underlying_initial.underlying_simu()
C_T=0
if underlying_end_price >K:
C_T=np.exp(-underlying_initial.r*underlying_initial.T)*(underlying_end_price-K)
return C_T
def cash_or_nothing_binary_call_option(s0,r,sigma,T,K,Q):
underlying_initial=Monte_Carlo(s0,r,sigma,T,K)
underlying_end_price=underlying_initial.underlying_simu()
C_T=0
if underlying_end_price >= K:
C_T=Q
return C_T
