M Index Page
Keyword Index for the NAG Library Manual
NAG Library Manual
Keyword : Merton
S30JAF
Jump-diffusion, Merton's model, option pricing formula
S30JBF
Jump-diffusion, Merton's model, option pricing formula with Greeks
M Index Page
Keyword Index for the NAG Library Manual
NAG Library Manual
© The Numerical Algorithms Group Ltd, Oxford UK. 2013