i need to find values of follwing functions which have two parameters in each

F(x, , h) =( c(exp(x + h), ) c(exp(x h), ) )/2h

G(S, , k) =( c(S + k, ) c(S k, ) )/2k

below is the code in c++ and all necessary information

#include #include

using namespace std; double cum_norm(double x) { const double root = sqrt(0.5); return 0.5*(1.0 + erf(x*root)); } //Call option valuation function: int call_option(double S, double sigma, double & call, double & delta) { call = 0.0; delta = 0.0; if ((S < 0.0) || (sigma < 0.0)) return 1; // fail if (S == 0.0) { call = 0.0; delta = 0.0; return 0; // ok } if (sigma == 0.0) { if (S > 1.0) { call = S - 1.0; delta = 1.0; } else { call = 0.0; delta = 0.0; } return 0; // ok } double d1 = log(S)/sigma + 0.5*sigma; double d2 = d1 - sigma; double Nd1 = cum_norm(d1); double Nd2 = cum_norm(d2); call = S*Nd1 - Nd2; delta = Nd1; return 0; // ok }

int main() { double sigma=0.5, s=0.9,c,delta; call_option(s,sigma,c,delta); cout << "delta = " << delta<

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