paths = 30000000;                                       %paths
[ NumWorkers, NumBlocks, NumIter] = ChoiceParam( paths )%Choice of the number of workers
delete(gcp('nocreate'))                                 %Delete the current parallel pool
parpool(NumWorkers)                                     %Start a parallel pool to define the number of workers

%Start a stopwatch to measure performance
tic
averPayoff = 0;                          %average call payoffs
averPayoff_int = 0;                      %temporary average call payoffs
parfor i = 1:NumBlocks;
    S_1   = 863.00 * ones(1,NumIter);    %underlying spot price
    sigma1 =   0.20 * ones(1,NumIter);   %volatility of 20.00%
    r1     =   0.0118 * ones(1,NumIter); %risk free rate of 1.18%
    T1     = 100/365.0 * ones(1,NumIter);%maturity in 100 days
    K1     = 860.00 * ones(1,NumIter);   %strike
    zero1 = zeros(1,NumIter);
    % generate asset price
    M=S_1.*exp((r1 -0.5 * sigma1.^2) .* T1 + sigma1 .* sqrt(T1) .* normrnd(0.0,1.0,1,NumIter));
    % call payoffs
    payoff_i = max(M - K1, zero1);
    averPayoff_int = averPayoff_int + sum(payoff_i)/NumIter;
end
averPayoff = averPayoff_int / NumBlocks; %average call payoffs
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