(d 1 )=
ln + ( r + ) t
Ps
S
v^2
2
v t
Cumulative Normal Density FunctionCumulative Normal Density Function
(d 2 ) = d 1 - v t
(d 1 )=
ln + ( r + ) t
Ps
S
v^2
2
v t
Cumulative Normal Density FunctionCumulative Normal Density Function
(d 2 ) = d 1 - v t