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The time-t price of a nondividend paying stock following the Black-Scholes framework is s(t). You are given:
(i) The current price of the stock is 50.
(i) The continuously compounded risk-free interest rate is 0.05.
(iii) The volatility of the stock is 0.3
A European put option on the stock with strike price 40 expires in one year. To estimate its price, simulation is used.Stratified sampling is used with four strata:[0,0.25).[0.25,0.5).[0.5,0.75),and [0.75,1). Uniform random numbers u4k+i are sent to stratum i for k≥0 and 1≤i ≤4.
Use the following four uniform random numbers u1....u4 for the first four trials:
0.56 0.32 0.94 0.12
Determine the resulting estimate of the option's price
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