A$.$ Solving Heat equation with detail of steps. Apply the solutions for European call and put options, ie

BSM $($Black Scholes Model$)$ DETAILED DERIVATION STEPS.

B$.$ Establish Call$-$Put parity

C$.$ Define a European Asian option and payoff

D$.$ SDE$/$PDE for Asian option

Adapting Solution framework$($above$)$

E$.$ Solving Geometric European Asian option model

F$.$ Formulating Arithmetic European Asian option model

$10+$ slide