G Index Page
Keyword Index for the NAG Library Manual
NAG Library Manual

Keyword : Greeks

S30ABF   Black–Scholes–Merton option pricing formula with Greeks
S30BBF   Floating-strike lookback option pricing formula with Greeks
S30CBF   Binary option, cash-or-nothing pricing formula with Greeks
S30CDF   Binary option, asset-or-nothing pricing formula with Greeks
S30JBF   Jump-diffusion, Merton's model, option pricing formula with Greeks
S30NBF   Heston's model option pricing formula with Greeks
S30SBF   Asian option, geometric continuous average rate pricing formula with Greeks

G Index Page
Keyword Index for the NAG Library Manual
NAG Library Manual

© The Numerical Algorithms Group Ltd, Oxford UK. 2013