[R-sig-finance] question about Asian option pricing arguments

Muller, John john.muller at bankofamerica.com
Mon Oct 17 16:12:37 CEST 2005

Dear Prof. Wuertz,

I am trying to use the fOptions package to check 
the results of my own Asian option pricing code.

In particular I want to check the method

I am a bit confused about the input parameters.

What is the difference between the two asset prices
	 S and SA
and between the 2 times
	Time and time

I am guessing S is the initial price and SA is the initial average.

Thank you for your time and thank greatly for these wonderful packages.

best regards,

- john muller

John H. Muller
mailto:john.muller at bankofamerica.com

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