The Black-Scholes Option Pricing Model as it pertains to calls is based on the formula C = [S][N(d₁)]-[E][N(d₂)]/(1 + R_f)^t for non-dividend paying stocks with European options.

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The Black-Scholes Option Pricing Model as it pertains to calls is based on the formula C = [S][N(d₁)]-[E][N(d₂)]/(1 + R_f)^t for non-dividend paying stocks with European options.

The Black-Scholes Option Pricing Model as It Pertains to Calls