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C19 : Other special functions

C05BAF    Real values of Lambert's W function, Wx
C05BBF    Values of Lambert's W function, Wz
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

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© The Numerical Algorithms Group Ltd, Oxford UK. 2013