(d 1 )=ln + ( r + ) tPs
Sv^2
2
v tCumulative Normal Density FunctionCumulative Normal Density Function
(d 2 ) = d 1 - v t (d 1 )=ln + ( r + ) tPs
Sv^2
2
v tCumulative Normal Density FunctionCumulative Normal Density Function
(d 2 ) = d 1 - v t