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