BlackScholes option valuation. The BlackScholes formula supplies the theoretical value of a European call option on a

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Black–Scholes option valuation. The Black–Scholes formula supplies the theoretical value of a European call option on a stock that pays no dividends, given the current stock price s, the exercise price x, the continuously compounded risk-free interest rate r, the volatility , and the time (in years) to image text in transcribed

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