
	
ST=[];
	
for i=1:1000 ;
	
S=simulateBS(1432.25,.03,7/252,.195,6);
	
ST=[ST S(7)];
	
end;
	disp('option val: simulating whole path 1000 times of GBM for S&P 500 OPTION')
  disp( mean(exp(-.03*7/252)*max((ST-1425),0)))
   %%%%%%%%%%%%%%%%%%%%%%%%%%%  more efficient
   
	r=.03 ; sigma= .195 ; T=7/252 ; S=1432.25 ;
ST=S*exp(normrnd((r-.5*sigma^2)*T,sigma*sqrt(T),1,100000));
	disp('option val: simulates terminal value 100000 times  for S&P 500 OPTION')

disp(mean(exp(-.03*7/252)*max((ST-1425),0)))

disp('BLACK-SCHOLES PRICE')
disp( BLSPRICE(1432.25,1425,0.03,7/252,0.195,0))
