greeks.js
function _stdNormDensity(x)
{
  return Math.pow(Math.E, -1 * Math.pow(x, 2) / 2) / Math.sqrt(2 * Math.PI);
}
function _stdNormDensity(x)
{
  return Math.pow(Math.E, -1 * Math.pow(x, 2) / 2) / Math.sqrt(2 * Math.PI);
}
function _stdNormDensity ( x ) { return Math . pow ( Math . E , - 1 * Math . pow ( x , 2 ) / 2 ) / Math . sqrt ( 2 * Math . PI ) ; }
Standard normal density function.

@private
@param {Number} x The value to calculate the standard normal density of
@returns {Number} The value of the standard normal density function at x
Standard normal density function .