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