[R-SIG-Finance] Implementing option pricing models

[Suman Narayan]

Hi,
I am currently doing a project in which I wish to calculate the
calculate the theoretical price of options using the following models:

1. Constant Elasticity of Variance (CEV) model
2. Merton's jump diffusion model
3. Variance Gamma model

For Black Scholes, I found a function call "BlackScholesOption". Is
there any function call to implement these option pricing models.
I am not sure as to how to implement this in R. I request you to help
me in this regard.

Thanks,
~Suman