C05BAF
| Real values of Lambert's function, |
C05BBF
| Values of Lambert's function, |
S30AAF
| Black–Scholes–Merton option pricing formula |
S30ABF
| Black–Scholes–Merton option pricing formula with Greeks |
S30BAF
| Floating-strike lookback option pricing formula |
S30BBF
| Floating-strike lookback option pricing formula
with Greeks |
S30CAF
| Binary option, cash-or-nothing pricing formula |
S30CBF
| Binary option, cash-or-nothing pricing formula
with Greeks |
S30CCF
| Binary option, asset-or-nothing pricing formula |
S30CDF
| Binary option, asset-or-nothing pricing formula
with Greeks |
S30FAF
| Standard barrier option pricing formula |
S30JAF
| Jump-diffusion, Merton's model, option pricing formula |
S30JBF
| Jump-diffusion, Merton's model, option pricing formula
with Greeks |
S30NAF
| Heston's model option pricing formula |
S30NBF
| Heston's model option pricing formula with Greeks |
S30QCF
| American option, Bjerksund and Stensland pricing formula |
S30SAF
| Asian option, geometric continuous average rate pricing formula |
S30SBF
| Asian option, geometric continuous average rate pricing formula with Greeks |