Implement Turnbull$-$Wakeman formula for pricing Asian options. The paper containing discussion of the version of this formula for forwards$/$futures was sent out.

The assumptions $($Natural Gas$)$:

The current price of the forward:

$$5/$MMBTU

Strike price: $$\frac{5\mathrm{.}25}{M}$MBTU

Volatility: $0\mathrm{.}4$

Time to expiration period: $6$ months

years$)$

Time to the beginning of averaging period: $5$ months

years$)$

Interest rate: $5\%$

Option Type: Call

Due after the spring break.