Update oneMKL/monte_carlo_european_opt/makefile with exceptions on win

Author: mkrainiuk

Libraries/oneMKL/monte_carlo_european_opt/makefile

@@ -12,7 +12,7 @@ all: montecarlo
         INIT_ON_HOST=/DINIT_ON_HOST=1
 !endif
 
-DPCPP_OPTS=/I"$(MKLROOT)\include" /DMKL_ILP64 $(GENERATOR) -fsycl $(INIT_ON_HOST) /Qmkl /Qmkl-sycl-impl=rng -lOpenCL
+DPCPP_OPTS=/I"$(MKLROOT)\include" /DMKL_ILP64 $(GENERATOR) /EHsc -fsycl $(INIT_ON_HOST) /Qmkl /Qmkl-sycl-impl=rng -lOpenCL
 
 montecarlo: src/montecarlo_main.cpp
 	icx src/montecarlo_main.cpp /omontecarlo.exe $(DPCPP_OPTS)