Hi friends,I think that i've been able to write the code for solving the option price for Black Schole equation.
d1 = (log[S/E] + (r - D + 0.5 \^2)*(T - t))/(\*\{T - t})
d2 = (log[S/E] + (r - D - 0.5 \^2)*(T - t))/(\*\{T -t})
S*\[Epsilon][-D*(T - t)]*N (d1) - E*\[Epsilon][-r*(T - t)]*N (d2)
But unfortunately, I don't know how to enter the followinf data to obtain the option price:
S=$50
E=$50
r=5%
sigma=25%
T=3 years
So could anyone please help.
Thanks.
Regards,
anais
