How to solve this problem, it is about financial engineering.

1) At current time t = 0 an asset is traded at 100. Its volatility is 30% and it pays 2% continuous dividend yield. The risk free interest rate is 3%. a. What is the price of a continuously sampled European style geometrically averaged Asian call option with strike 110 and maturing in 2 years? Compare this with the price of a vanilla call on the same asset with the same strike and maturity, what do you observe? b. Assuming there are 52 weeks per year, a weekly sampled geometrically averaged Asian call has the payoff n n+1 payoff = max(I., -K,0), I, = ITS i=0 where S; is the weekly sampled price (e.g., at every Wednesday's close), and n= 104. How is this compared to an arithmetic averaged Asian call (with the same strike and maturity) where the payoff is 1 n payoff = max(J.-K,0), J. == Si n+1 i=0 Which one is cheaper? 1) At current time t = 0 an asset is traded at 100. Its volatility is 30% and it pays 2% continuous dividend yield. The risk free interest rate is 3%. a. What is the price of a continuously sampled European style geometrically averaged Asian call option with strike 110 and maturing in 2 years? Compare this with the price of a vanilla call on the same asset with the same strike and maturity, what do you observe? b. Assuming there are 52 weeks per year, a weekly sampled geometrically averaged Asian call has the payoff n n+1 payoff = max(I., -K,0), I, = ITS i=0 where S; is the weekly sampled price (e.g., at every Wednesday's close), and n= 104. How is this compared to an arithmetic averaged Asian call (with the same strike and maturity) where the payoff is 1 n payoff = max(J.-K,0), J. == Si n+1 i=0 Which one is cheaper