📈 Apply financial engineering techniques to option pricing using Monte Carlo simulations and the Black-Scholes model with clear, documented Python code.

We study the short-time behavior of the ATM implied volatility curvature for arithmetic Asian options under the stochastic volatility Bachelier model

Option Pricing with Monte Carlo Simulation — A Python library implementing Black–Scholes analytic pricing, Monte Carlo simulations (with variance reduction, quasi-MC), and advanced derivatives such as Asian, Barrier, and American options. Includes performance acceleration using Numba and comprehensive documentation with visualizations.