B Index Page
Keyword Index for the NAG Library Manual
NAG Library Manual
Keyword : Black–Scholes
D03NCF
Finite difference solution of the Black–Scholes equations
D03NDF
Analytic solution of the Black–Scholes equations
S30AAF
Black–Scholes–Merton option pricing formula
S30ABF
Black–Scholes–Merton option pricing formula with Greeks
B Index Page
Keyword Index for the NAG Library Manual
NAG Library Manual
© The Numerical Algorithms Group Ltd, Oxford UK. 2013