#  R code that computes the theoretical price of a put option.
#  For the class Mathematics in Finance

#  http://www.math.nyu.edu/faculty/goodman/teaching/MathFin/index.html
# Author: Jonathan Goodman

PutPrice = function(sig){

    if ( ! exists("T_e") ){
        stop("Expiration time is not defined\n\n")
     }
    
    f = S0*sig^2
    f
  }