[R-SIG-Finance] Pricing guaranteed execution

[R_help Help]

Well thanks Mark. My order horizon is usually much longer. So I'm
wondering if there's any framework for pricing such executions that
people have put thoughts on so far? Thanks.

On Mon, Dec 7, 2009 at 11:11 PM,  <markleeds at verizon.net> wrote:
> hi: you could assume the offer quote on a buy and the bid quote on a sale
> but even that's not guaranteed if you don't
> get there first.
>
>
>
> On Dec 7, 2009, R_help Help <rhelpacc at gmail.com> wrote:
>
> Hi,
>
> Sorry. This is probably not an R question. But I'd like to know if one
> were to guarantee execution. Is there any framework to price the
> markup? Thank you.
>
> rhelp
>
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