B Index Page
Keyword Index for the NAG C Library Manual
NAG C Library Manual

Keyword : Black–Scholes

d03ncc   Finite difference solution of the Black–Scholes equations
d03ndc   Analytic solution of the Black–Scholes equations
s30aac   Black–Scholes–Merton option pricing formula
s30abc   Black–Scholes–Merton option pricing formula with Greeks

B Index Page
Keyword Index for the NAG C Library Manual
NAG C Library Manual

© The Numerical Algorithms Group Ltd, Oxford UK. 2012