s30aac | Black–Scholes–Merton option pricing formula |

s30abc | Black–Scholes–Merton option pricing formula with Greeks |

s30bac | Floating-strike lookback option pricing formula |

s30bbc | Floating-strike lookback option pricing formula with Greeks |

s30cac | Binary option: cash-or-nothing pricing formula |

s30cbc | Binary option: cash-or-nothing pricing formula with Greeks |

s30ccc | Binary option: asset-or-nothing pricing formula |

s30cdc | Binary option: asset-or-nothing pricing formula with Greeks |

s30fac | Standard barrier option pricing formula |

s30jac | Jump-diffusion, Merton's model, option pricing formula |

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

s30nac | Heston's model option pricing formula |

s30nbc | Heston's model option pricing formula with Greeks |

© The Numerical Algorithms Group Ltd, Oxford UK. 2012