F0 = ?? #Forward price
tau = ?? #time
K = ?? #strike
dt = 1/365
nsims = 100 #number of simulations
sigmaF = ?? #Forward volatility
sigma = ?? #Spot volatility

kappa = ??


optionPrice = Pricing(F0, tau, K, dt, nsims, sigmaF, sigma, kappa)

dVol=0.00001
epsilon = 0.00001
maxIter = 100
vol_1 = 30 #Guess

for k in range(0, maxIter):
    V1 = optionPrice(F0, tau, K, dt, nsims, sigmaF, vol_1, kappa)
    vol_2 = (vol_1 - dVol)
    V2 = optionPrice(F0, tau, K, dt, nsims, sigmaF, vol_2, kappa)
    dx = (V2-V1)/dVol

    if abs(dx)<epsilon:
        vol_1 = vol_1 - (F0-V1)/dx