C++ program to calculate the fair price of the butterfly spread using path-dependent simulation and path-independent simulation of the stock prices. Using the following dynamics for the stock price and strike prices with the constant values: dSt = rStdt + x*StdWt S0 = 100 K1 = 95 K2 = 100 K3 = 105 r = 0:02 x = 0:05 T = 10

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Write a C++ program to calculate the fair price of the butterfly spread using path-dependent simulation and path-independent simulation of the stock prices.
Using the following dynamics for the stock price and strike prices with the constant values:
dSt = rStdt + x*StdWt
S0 = 100
K1 = 95
K2 = 100
K3 = 105
r = 0:02
x = 0:05
T = 10

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