public override double CallPrice()
{
double pf = Math.Exp(-r * (S - T));
double tmp = sig * Math.Sqrt(T);
double d1 = (Math.Log(pf / K) + (b + (sig * sig) * 0.5) * T) / tmp;
double d2 = d1 - tmp;
double callPrice = Math.Exp(-r * T) * ((pf * SpecialFunctions.N(d1)) - (K * SpecialFunctions.N(d2)));
return(callPrice);
}