Question: 1. Write a MATLAB function for estimating the greeks (delta, gamma, theta, rho, vega) of a European put option, using the two methods proposed by

1. Write a MATLAB function for estimating the greeks (delta, gamma, theta, rho, vega) of a European put option, using the two methods proposed by Broadie and Glasserman [1996]. Using N = 100000, compare the estimated values with the true values, if s = 100, K = 100, r = 1.5%,

τ = 1, and σ = 0.25. Which method is the most precise?

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