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Monte Carlo Option Pricing Simulator
x402
Monte Carlo Option Pricing Simulator is a paid API for AI agents from api.agentstools.dev, paid per call via x402, $0.005/call, status unknown (last checked 2026-09-14).
Runs a geometric Brownian motion Monte Carlo simulation to estimate terminal asset price distributions and European option payoffs, returning percentiles 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 terminal price distribution (percentiles), the expected European option payoff (if a strike is provided), and a standard error of the Monte Carlo estimate, all derived from the specified number of GBM paths.
Example use cases
Example prompt
“Run a Monte Carlo GBM simulation to price a European call option: spot price $150, strike $155, 0.5 years to expiry, risk-free rate 5%, volatility 25%, using 50000 paths — give me the expected payoff, percentiles, and standard error.”
Technical details
Endpoint
GEThttps://api.agentstools.dev/quant/montecarloWhen to prefer
Use this endpoint when you need a pure-computation Monte Carlo estimate of a European option's fair value or terminal asset price distribution, especially when you want percentile breakdowns and a standard error alongside the price estimate. Prefer this over Black-Scholes closed-form when you want simulation-based flexibility (e.g., custom path counts, reproducibility via seed). Not suitable for American options, exotic payoffs, or live market data retrieval.
Side effects
- Missing required query params (S, T, r, sigma) returns a 400 validation error
- Non-positive spot price (S <= 0) or time horizon (T <= 0) triggers parameter rejection
- Volatility of zero or negative value is invalid
- Very large path counts may increase latency or time out
- Payment not provided or insufficient USDC returns 402 Payment Required
- Invalid option type (not 'call' or 'put') rejected by enum validation
Input
Schema · Request body
| Field | Type | Description |
|---|---|---|
| inputrequired | object | |
| output | object |
Tags
x402
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