FinSearch's Monte Carlo Simulation Demonstration

Monte Carlo simulation for European call option pricing using the Black-Scholes model.

Arguments:

S -- current price of the underlying asset

K -- strike price of the option

r -- risk-free interest rate

sigma -- volatility of the underlying asset

T -- time to expiration of the option

num_simulations -- number of simulations to run

Returns:

option_price -- estimated price of the option