| 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 |