using Montecarlo create an R code to solve problem

Consider a call option with S0=50),\(K=51 , r=.05 , =.3 and T=.5 . Use the Monte Carlo estimation of stock price to estimate Delta, Gamma and vega for the standard call option and compare it with the formulas given in the book.

The following is given code just modify it

```{r} ST=50*exp((.05-.3^2/2)*.5+.3*sqrt(.5)*rnorm(10))

payoff=(51-ST)*(51-ST>0) ST payoff exp(-.05*.5)*mean(payoff) ST=50*exp((.05-.3^2/2)*.5+.3*sqrt(.5)*rnorm(10000)) payoff=(51-ST)*(51-ST>0) exp(-.05*.5)*mean(payoff) ```