Attempt to calculate black-scholes on GPU

main.js

var gpu = new GPU();

gpu.addFunction(function CND(x) {
  var k = 1 / (1 + .2316419 * x);
  if(x < 0) {
    x = x * -1
    return 1 - ( 1 - Math.exp(-x * x / 2)/ Math.sqrt(2*Math.PI) * k * (.31938153 + k * (-.356563782 + k * (1.781477937 + k * (-1.821255978 + k * 1.330274429)))) );
  } else {
    return ( 1 - Math.exp(-x * x / 2)/ Math.sqrt(2*Math.PI) * k * (.31938153 + k * (-.356563782 + k * (1.781477937 + k * (-1.821255978 + k * 1.330274429)))) );
  }
});

gpu.addFunction(function d1(S, X, T, r, v) {
    return (Math.log(S / X) + (r + v * v / 2) * T) / (v * Math.sqrt(T));
});

gpu.addFunction(function d2(S, X, T, r, v) {
    return (Math.log(S / X) + (r + v * v / 2) * T) / (v * Math.sqrt(T)) - v * Math.sqrt(T);
});

const BS = gpu.createKernel(function(S, X, T, r, v) {
    return ( S * CND(d1(S, X, T, r, v))-X * Math.exp(-r * T) * CND(d2(S, X, T, r, v)) );
}).setDimensions([1]);

console.log(BS(1,2,3,4,5));

This is an attempt to use this library to calculate this function: https://gist.github.com/santacruz123/3623310

I've run into this error:

An error occurred compiling the shaders: ERROR: 0:138: 'Math' : undeclared identifier
ERROR: 0:138: 'PI' : field selection requires structure or vector on left hand side
ERROR: 0:140: 'Math' : undeclared identifier
ERROR: 0:140: 'PI' : field selection requires structure or vector on left hand side
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value @ gpu.min.js:16
gpu.min.js:16 Uncaught Error compiling fragment shader