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C19 : Other special functions

C05BAF    Real values of Lambert's W function, W(x)
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
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. 2009