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

Keyword : Black–Scholes

d03ncc   Finite difference solution of the Black–Scholes equations
d03ndc   Analytic solution of the Black–Scholes equations

B Index Page
Keyword Index for the NAG C Library
NAG C Library Manual
© The Numerical Algorithms Group Ltd, Oxford UK. 2005