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

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

Quizplus · Accepted Answer

The given formula is the correct Black-Scholes Model formula for pricing call options on non-dividend paying European stocks.

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