3. (6 marks) (Lattice method - Bermudan option) In this question, you are asked to develop a binomial-lattice based algorithm for pricing a Bermudan option. As an example, we will focus on a Bermudan put option. A Bermudan put option with strike K and expiry T on an underlying asset gives the holder of the option the right, but not the obligation, at any of the pre-specified times 0