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| BS_call | European Call Option Price and the Inverse |
| BS_fit | Fit Black-Scholes Parameters |
| BS_fit_rolling | Fit Black-Scholes Parameters Over Rolling Window |
| BS_sim | Simulate Stock Price and Price of Underlying Asset |
| get_underlying | European Call Option Price and the Inverse |
| merton_ll | Compute Log-Likelihood of Merton Model |