An option pricing model using Monte Carlo Simulation. It's currently setup for pricing European options, but can easily be extended for Asian options etc.
Build Instructions (on Linux):
- In the root project directory type "cmake -S . -B ./build".
- Go into the newly created build directory and type "make".
- Go into the src subdirectory (ie: build/src/) and run the "SimpleMonteCarloOptionPricingModel" executable.