Question: in order to value a European option on an underlying stock, the black Scholes model needs the time to maturity, the riskless rate of interest,

in order to value a European option on an underlying stock, the black Scholes model needs the time to maturity, the riskless rate of interest, the strike price, the current price of the underlying stock, and:

inflation the utility function

the annualized volatility of stock returns

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