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Monte Carlo Geometric Brownian Motion Option Pricer
x402
Monte Carlo Geometric Brownian Motion Option Pricer is a paid API for AI agents from payai.agentstools.dev, paid per call via x402, $0.005/call, status unknown (last checked 2026-09-15).
Simulates terminal asset prices and European option payoffs via Monte Carlo GBM, returning percentile distributions, mean, and standard error.
Price / call$0.005
Success—
StatusUnknown
How this service works
Monte-Carlo geometric-Brownian-motion simulation of terminal price and European option payoff, with percentiles and a standard error. Pure computation over your inputs.
Output
Returns the simulated mean terminal price and, if a strike is provided, the expected European option payoff, along with percentile breakpoints (e.g. 5th, 25th, 50th, 75th, 95th) of the payoff distribution and a standard error of the mean estimate.
Example use cases
Example prompt
“Run a Monte Carlo GBM simulation with 50,000 paths for a European call option: spot price $150, strike $155, volatility 25%, risk-free rate 5%, time to expiry 0.5 years, no dividends — give me the expected payoff, percentiles, and standard error.”
Technical details
Endpoint
GEThttps://payai.agentstools.dev/quant/montecarloWhen to prefer
Use this endpoint when you need a fast, pay-per-call Monte Carlo simulation for European option pricing or terminal price distribution without setting up local computation. Prefer this over Black-Scholes when you want full payoff distribution percentiles and standard error rather than just a point estimate. Ideal for agents needing reproducible stochastic simulations (via seed) at low cost.
Side effects
- Missing required parameters (S, T, r, sigma) returns a 400 bad request
- Negative or zero spot price or volatility returns a validation error
- Extremely large number of paths may time out
- Invalid option type (not 'call' or 'put') returns an error
- Payment not attached or insufficient funds returns 402
Input
Schema · Request body
| Field | Type | Description |
|---|---|---|
| inputrequired | object | |
| output | object |
Tags
x402
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