Option Pricing Simulator in Haskell with API Endpoint 1.0

The Option Pricing Simulator is a Haskell based service for calculating European-style option prices. Leveraging Monte Carlo simulations, the Black-Scholes formula, and the Crank-Nicolson finite difference method, it provides flexible, configurable options for both Call and Put options. Designed with a RESTful API interface, this application ensures seamless integration into financial workflows, offering real-time pricing insights with an emphasis on performance and error handling for reliable financial analysis.