{"uid":"cap_vf46SCXDtIOJBinBD8KPX","slug":"monte-carlo-geometric-brownian-motion-option-pricer-4e22b3b3","name":"Monte Carlo Geometric Brownian Motion Option Pricer","description":"Monte-Carlo geometric-Brownian-motion simulation of terminal price and European option payoff, with percentiles and a standard error. Pure computation over your inputs.","url":"https://payai.agentstools.dev/quant/montecarlo","method":"GET","headers":{},"bodySchema":{"type":"object","$schema":"https://json-schema.org/draft/2020-12/schema","required":["input"],"properties":{"input":{"type":"object","required":["type","method"],"properties":{"type":{"type":"string","const":"http"},"method":{"enum":["GET","HEAD","DELETE"],"type":"string"},"queryParams":{"type":"object","required":["S","T","r","sigma"],"properties":{"K":{"type":"number","description":"Strike; include it to also price a European payoff"},"S":{"type":"number","description":"Spot price of the underlying (> 0)"},"T":{"type":"number","description":"Horizon in years (> 0)"},"q":{"type":"number","description":"Continuous dividend yield as a decimal, default 0"},"r":{"type":"number","description":"Drift or risk-free rate as a decimal"},"seed":{"type":"integer","description":"Optional RNG seed for reproducibility"},"type":{"enum":["call","put"],"type":"string","description":"Option type for the payoff, default call"},"paths":{"type":"integer","description":"Number of simulated paths, default 10000"},"sigma":{"type":"number","description":"Volatility as a decimal (> 0)"},"steps":{"type":"integer","description":"Time steps per path, default 1"}}}},"additionalProperties":false},"output":{"type":"object","required":["type"],"properties":{"type":{"type":"string"},"example":{"type":"object"}}}}},"responseSchema":null,"example":null,"exampleRequest":null,"tags":["x402"],"displayCostAmount":"0.005","displayCostAsset":"USDC","priceDynamic":false,"priceHint":null,"priceStatus":"priced","priceSource":"probe","requiresHandshake":false,"reviewCount":0,"rating":{"score":"0.00","successRate":"0.00","reviews":0,"stars":null,"state":"unrated"},"availabilityStatus":"unknown","priceObserved":null,"sessionDeposit":null,"pricing":{"kind":"static","summary":"$0.005/call","primary":{"kind":"static","protocol":"x402","network":"base","amountUsd":"0.005","per":"call","confidence":"exact"},"accepted":[{"kind":"static","protocol":"x402","network":"base","amountUsd":"0.005","per":"call","confidence":"exact"}]},"paymentMethods":[{"uid":"pm_C6nwUwCGIn2I0EB9YhtMM","protocol":"x402","methodType":"crypto","chain":"base","mode":"charge","costAmount":"0.005","costPer":"request","priority":0,"asset":"0x833589fCD6eDb6E08f4c7C32D4f71b54bdA02913","unit":"request","depositMicros":null,"planRef":null}],"brandName":null,"brandSlug":null,"brandBaseUrl":null,"brandDocsUrl":null,"whatItDoes":"Simulates terminal asset prices and European option payoffs via Monte Carlo GBM, returning percentile distributions, mean, and standard error.","exampleAgentPrompt":"Run a Monte Carlo GBM simulation with 50,000 paths for a European call option: spot price $150, strike $155, volatility 25%, risk-free rate 5%, time to expiry 0.5 years, no dividends — give me the expected payoff, percentiles, and standard error.","exampleUseCases":null,"resultDescription":"Returns the simulated mean terminal price and, if a strike is provided, the expected European option payoff, along with percentile breakpoints (e.g. 5th, 25th, 50th, 75th, 95th) of the payoff distribution and a standard error of the mean estimate.","failureModes":["Missing required parameters (S, T, r, sigma) returns a 400 bad request","Negative or zero spot price or volatility returns a validation error","Extremely large number of paths may time out","Invalid option type (not 'call' or 'put') returns an error","Payment not attached or insufficient funds returns 402"],"whenToPreferThis":"Use this endpoint when you need a fast, pay-per-call Monte Carlo simulation for European option pricing or terminal price distribution without setting up local computation. Prefer this over Black-Scholes when you want full payoff distribution percentiles and standard error rather than just a point estimate. Ideal for agents needing reproducible stochastic simulations (via seed) at low cost.","instructions":null,"reviewSummary":null,"reviewSummaryHighlights":null,"reviewSummaryConcerns":null,"reviewSummaryGeneratedAt":null,"activationCount":0,"lastUsedAt":null,"lastSuccessfullyRanAt":null,"lastHealthCheckAt":"2026-09-15T01:05:08.523Z","isFirstParty":false}