function pe=pricingerror(x,pr,r,T,K,p,S0)
% call options have prices p  maturities T (in days)  and strikes K (all vectors length J)
% price of option where underlying has probabilities pr at values xn
% e.g. for a single maturity  
% [x,pr]=aggregate(diff(C),T); 
%[pr,CO,sk]=calibrate(x,pr,x,S0*(exp(r*T/252)-1));  so that drift is right.
% T=T*ones(1,length(K));
pe=[];
xn=x+S0; 
for j=1:length(T)
   pe=[pe sum(max(0,xn-K(j)).*pr)];
end
pe=exp(-r*T/252).*pe;
pe=pe-p;
% pe=sum((p-pe).^2);


