Nothing

```
MontecarloCalls <-
function(s0,k,t,r,vol,n){
s<-s0*exp((r-0.5*vol^2)*t+vol*sqrt(t)*rnorm(n))
dPayoff<-exp(-r*t)*(ifelse(s>k,s-k,0))
priceCall<-mean(dPayoff)
return(priceCall)
}
```

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