public static VGCall ( double theta, double sigma, double nu, double t, double k, double q, double s0, double r ) : double | ||
theta | double | VG theta parameter |
sigma | double | VG sigma parameter |
nu | double | VG nu parameter |
t | double | Call maturity |
k | double | Call strike |
q | double | Dividend yield |
s0 | double | Process starting value |
r | double | Risk free rate |
Résultat | double |