Monte Carlo option pricer placeholder

This one is still in the works. The idea is simple: simulate a large number of price paths, average the discounted payoff, and see how close the estimate gets to the closed-form price,

$$\hat{V} = e^{-rT}\,\frac{1}{N}\sum_{i=1}^{N} \max\bigl(S_T^{(i)} - K,\ 0\bigr).$$

The full write-up, with results and limitations, will go here once it’s done.