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

Keyword : Jump-diffusion

s30jac   Jump-diffusion, Merton's model, option pricing formula
s30jbc   Jump-diffusion, Merton's model, option pricing formula with Greeks

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

© The Numerical Algorithms Group Ltd, Oxford UK. 2012