Write the appropriate python code to price the European and American call/put options using the binomial tree method. Based on your python code price the following options using the binomial model and compare the results with the price obtained from the Black- Scholes model. b) Calculate the price of a 6-month European call option on a non-dividend paying stock with a strike price of $98 when the current stock price is $97, the risk free interest rate is 6% per annum and the volatility is 33% per annum.