The parameters are given as (0)=10, =9, =30%, =5%, =1.

The Asian option with which the final stock price is determined by the average price on every month.

• Find the geometric average Asian put option value using the theoretical formula and a Monte Carlo method with a set of sample paths 10^2,...,10^5.
• Find the arithmetic average Asian put option value using a Monte Carlo method with the same number of sets.