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Module S30AAF in NAG
Resources
Documentation(pdf)
from NAG
Documentation(xml+mathml)
from NAG
General Information
Black–Scholes–Merton option pricing formula
Classification
C19
Other special functions
Type
subroutine in
NAG
package (S sublibrary)
Language
Fortran
Availability
Proprietary, Portable
Comments?
gams@nist.gov