- Run the compiled executable to forecast the option's price at maturity and cross-references with market option price to find largest arbitrage opportunity
- Uses Geometric Brownian Motion (GBM) and Jump Diffusion stochastic progresses to model the distribution of returns for a stock, then randomly pulls a daily return values for each time step of the simulation and computes the average return of all run simulations
./executable `path-to-csv`- CSV file must be formatted according to Yahoo Finance's Historical Datasets