[R-SIG-Finance] Asian Options Inputs

[Diethelm Wuertz]

Diego Jara wrote:
> Hi. Can someone help me understand better the inputs to the function
> TurnbullWakemanAsianApprox?
> In particular, it's not clear from the manual which is the difference
> between S and SA, and between Time and time.
>
> Thank you.
>
>   
Have a look in Espen Haugs book, the notation follows his book.

Kind Regards
Diethelm