API Documentation

Black-Scholes model

This endpoint uses the solution of the Black-Scholes model and returns the mean price of European Call and Put options.

The endpoint is

The following parameters are optional:

The following parameter is required:

An example of a GET request for this endpoint is:

The response format is:

                
                    1{
                    2  "BlackScholes": {
                    3     "mean price European call": 0.9886176335002623,
                    4     "mean price European put": 3.0157534943547575e-114
                    5   }
                    6}
                
            

Geometric Brownian Motion

This endpoint uses MonteCarlo technique to simulate Geometric Brownian Motion paths and return the mean price of European Put and Call options and their variance.

The endpoint is

The following parameters are optional:

The following parameter is required:

An example of a GET request for this endpoint is:

An example of a GET request for this endpoint is:

The response format is:

                
                    1{
                    2  "GBM": {
                    3     "mean price European call": 0.12800138909218364,
                    4     "mean price European put": 0.21083415398576202,
                    5     "variance European call": 0.0001280654378272862,
                    6     "variance European put": 0.000210939650191506
                    7   }
                    8}
                
            

Heston model

This endpoint uses MonteCarlo Simulations to simulate the Heston model and return the mean price of European Put and Call options and their variance.

The endpoint is

The following parameters are optional:

The following parameters are required:

An example of a GET request for this endpoint is:

The response format is:

                
                    1{
                    2  "Heston": {
                    3     "mean price European call": 0.12416830660665312,
                    4     "mean price European put": 0.2164843918913914,
                    5     "variance European call": 0.00012423043736190794,
                    6     "variance European put": 0.0002165927153366947
                    7   }
                    8}