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9) has a form similar to (2. The other two cells, called synergids, either are destroyed or degenerate during or after events that occur later. OptionFair, assuming the relevant latent and specific heat capacities: HG1 D 1.

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0; double eps,d1,d2,temp,temp1,temp2,pi,np; if( (x EPS) || (sigma EPS) || (t EPS) ) { Check if any of the the input arguments are too small iflag 2; return; } temp log(s0x); d1 temp(r-q(sigmasigmatwo))t; d1 d1(sigmasqrt(t)); d2 d1-sigmasqrt(t); evaluate if (put0) value else value if (greeks) temp1 -d1d1two; d2 d1-sigmasqrt(t); np (onesqrt(twoPI)) exp(temp1); if (put0) { a call option the option price (s0exp(-qt)cum_norm(d1)- xexp(-rt)cum_norm(d2)); (-s0exp(-qt)cum_norm(-d1) xexp(-rt)cum_norm(-d2)); { then calculate the Greeks greeks[1] (cum_norm(d1))exp(-qt); delta greeks[2] -s0exp(-qt)npsigma(twosqrt(t)) qs0cum_norm(d1)exp(-qt)- rxexp(-rt)cum_norm(d2); theta greeks[3] xtexp(-rt)cum_norm(d2); rho } else { a put option greeks[1] (cum_norm(d1) - one)exp(-qt); delta greeks[2] -s0exp(-qt)npsigma(twosqrt(t)) - qs0cum_norm(-d1)exp(-qt) rxexp(-rt)cum_norm(-d2); theta greeks[3] -xtexp(-rt)cum_norm(-d2); rho } greeks[0] npexp(-qt)(s0sigmasqrt(t)); gamma greeks[4] s0sqrt(t)npexp(-qt); vega Code excerpt 4.

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