我没有很多论坛币，这是我所有的了，希望各位帮帮忙

All parameters should pass to the functions. In question 1, the output has to include the Monte Carlo estimate of the financial index in question, and its 95% confidence interval.
1. Calculate the low estimate for the price of a standard American call option on a single asset which pays continuous dividends and whose price is governed by a geometric Brownian motion process.
2. Do the same, using Sobol' sequences.


请各位高手帮帮我，小女真的一点头绪也没有。
我的deadline是3月28日。感谢各位！