Matlab 解期权问题

我没有很多论坛币，这是我所有的了，希望各位帮帮忙

All parameters should pass to the functions. In question 1, the output has to include the Monte Carlo estimate of the financial index in question, and its 95% confidence interval.
1. Calculate the low estimate for the price of a standard American call option on a single asset which pays continuous dividends and whose price is governed by a geometric Brownian motion process.
2. Do the same, using Sobol' sequences.


请各位高手帮帮我，小女真的一点头绪也没有。
我的deadline是3月28日。感谢各位！

眼红了，但是

留个印记，等思考后再说。