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European options pricing by Levy Process on excel

Just off the top of my head so anyone help me out here if I'm wrong.

You simulate the log returns of the underlying's price process using a levy process (e.g. V-G process) to obtain the terminal price. Repeat this 10000 times and calculate the payoff of these 10000 simulations. Average it off and discount it back to get the price.

This is one of many ways to do it (e.g. you can also compute the expectation through numerical integration) but this seems more feasible and likely to be done on excel.
 

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