29. Price a ten-year Asian option with an initial stock price of $50, strike $50, annual risk-free rate r = 10%, and volatility Price the call and the put, and see whether put-call parity holds. Use a pricing tree with a time step of one year per period.
We need at least 10 more requests to produce the solution.
0 / 10 have requested this problem solution
The more requests, the faster the answer.