[R] cash or nothing option

2007-06-19 Thread Luca Aresu
Hi, i need help building a program for the evaluation of a cash or nothing option. The option is written on a stock that today has a price of X. Nine months before i will have this situation: If ab the option pays nothing The price of the title is described by a geometric brownian motion, so i

[R] cash or nothing option

2007-06-19 Thread Luca Aresu
Hi, i need help building a program for the evaluation of a cash or nothing option. The option is written on a stock that today has a price of X. Nine months before i will have this situation: If ab the option pays nothing The price of the title is described by a geometric brownian motion, so i