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Black-Scholes Formula
![Black-Scholes Model](../../../../../../figures.boundless-cdn.com/18465/full/aa44cab1df32603df78b81057e.jpg)
Black-Scholes Model
The Black-Scholes formula where S is the stock price, C is the price of a European call option, K is the strike price of the option, r is the annualized risk-free interest rate, sigma is the volatility of the stock's returns, and t is time in years (now=0, expiry=T).
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