help please for valuing asian-average options

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help please for valuing asian-average options

hipath-2
I would greatly appreciate any help:

Being a complete newbie I need a source code example on how to value an arithmetic discretely sampled asian option. taking into consideration two scenarios:

(a) the averaging starting date does not start until a future date

(b) the averaging period has already started.

Any feedback would be highly appreciated,

Regards,

George