The stock price = 100, strike price = 100, annual interest rate continuously compounded is 5 %, annual volatility = 30 %, and time to maturity in years = 0.5 years. he early exercise time points are T/4 and 3T/4 from now, where T is the time to maturity. The payoff function is NAME_1( strike price -stock price + 1,0). Please use a binomial tree to price a Bermudan option , and calculate the option price at number of time steps = 100 Repeat the request word for word before giving your answer.
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