Nothing
price.gb.option <-
function(r, te, s0, k, y, a, b, v, w)
{
prob.1 = pgb(k, a = a, b = b, v = (v + 1/a) , w = (w - 1/a) )
prob.2 = pgb(k, a = a, b = b, v = v , w = w )
cp = s0 * exp(-y * te) * ( 1 - prob.1) - k * exp(-r*te) * ( 1 - prob.2)
pp = cp - s0 * exp(-y * te) + k * exp(-r*te)
out = list(prob.1 = prob.1, prob.2 = prob.2, call = cp, put = pp)
out
}
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