中文说明：此函数基于GARCH计算看涨期权的价格
English Description：
This function calculates the price of a call option based on the GARCH option pricing formula of Heston and Nandi(2000). The input to the function are: current price of the underlying asset, strike price, unconditional variance of the underlying asset, time to maturity in days, and daily risk free interest rate.