Simulate asset price paths under GBM and Heston using Monte Carlo, and compare the distribution of terminal PnL.

INPUT: initial price S0 time horizon T number of steps N number of paths M model parameters

FOR each model (GBM, Heston): initialize arrays for price paths if Heston: initialize variance paths

FOR each timestep:
    generate random shocks
    update variance (if Heston)
    update price

compute terminal PnL = S_T - S0

compare distributions: mean std histogram