In MATLAB

Edit: Volatility was not given. Problem is based on current amazon stock

9. Consider the stock AMZN that does not pay dividends. a) Use B-S formula to calculate the price of a January 2015 European call option , where r 0.02 ,So $300, K $310. Use the put-call parity relation to calculate the price of a corresponding put option. b) Use a simple Monte Carlo method to estimate the price of a January 2015 European call option , where r= 0.02,So $300, K $310. Compare your answer with part a) c) Use a Monte Carlo method with Antithetic variables to estimate the price of a January 2015 European call option where r = 0.02 ,So = $300 , K = $310. d) Use a Monte Carlo method with Control variates to estimate the price of a January 2015 European call option , where r0.02 , So $300,K $310. Compare a), b), c) and d)