Black-Scholes Option Pricing Model in Scheme

The magic numbers p and b1-b5 were obtained from approximation (2) in Bryc, W. "A uniform approximation to the right normal tail integral", Applied Mathematics and Computation, Volume 127, Issue 2-3 (April 2002), Pages 365-374. I have added links to this reference in the post if you'd like to look at it.

Where do the magic numbers (p, b1-b5) come from? Are these empirically found using curve fitting?

Also, wouldn't it be better to write things like

   (+ (- (* (exp (* (- r) t)) strike) s) call)))

in a more schemer-friendly way as

  (+ call (- s) (* strike (exp (- (* r t)))))

to avoid parenthesis syndrome?

(I was probably wrong to expect self-explanatory code, e.g. with docstrings, but IMO the readability could be improved)

Black-Scholes Option Pricing Model in C, from the same author:

http://blog.ecounysis.com/black-scholes-option-pricing-model...