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BSCallPrice

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Returns the Price (i.e. value) of a European call option assuming that the (generalised) Black-Scholes (i.e. Garman-Kohlhagen) pricing formula applies, i.e.:

 

 

See Black-Scholes option pricing greeks for further details of notation and (other) option greeks.

 

N.B. Returns the same as MnBSCall

 

Example values for a range of times to maturity are:

 

 

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