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Integrate the cumulative normal distribution calculator?

Posted 1 year ago
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Hello everyone, I am trying to calculate the price option of an option un, which is

scree

however i'm struggling in calculating the Cumulative Normal Distribution Calculator.

S = 20
K = 25
r = 0.05
d = 0.03
s = .24
T = 3/12
C = S*Exp[-d*T] - K*Exp[-r*T]
d1 = (Log[S/K] + (r - d + 1/2*s^2)*T)/(s*Sqrt[T])
d2 = d1 - s*Sqrt[T]
Resolve[d1]
Resolve[d2]

Do you know how to do it?

Thank you!

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