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| Hi friends,I think that i've been able to write the code for solving the option price for Black Schole equation.[code]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}) ... |