MONTE CARLO · EUROPEAN CALL

Price uncertainty.
Measure confidence.

Watch seeded random streams turn market assumptions into a reproducible estimate—then test it against Black–Scholes.

C = e^−rT E[max(S_T − K, 0)] risk-neutral valuation

Experiment

Seed replay key

Paths Workers Spot price Strike Volatility Duration (years) Risk-free rate

Backend

Recommended JAVASCRIPT WASM WEBGPU

Algorithm

PHILOX XOSHIRO256++ PCG32 XOSHIRO128++

Recommended mode chooses the algorithm for this workload.

Model a GPU-resident workload Preview its recommendation; this chart still reads samples back to CPU.

Monte Carlo estimate — Run the experiment to calculate a 95% CI

Black–Scholes — Analytical benchmark

Absolute error — —

S_T · waiting for samples

simulated paths

Run a simulation to reveal the distribution

BACKEND — Browser capability detected at run time

ALGORITHM — Selected at run time

THROUGHPUT — random values / second

RANDOM.RECOMMEND() Evaluating…

wall-clock milliseconds

Setup—

Generation—

Calculation—

Transfer—