• Aug 18, 2025 Options Pricing Models And Volatility Using Excel Vba Cd Rom (r + \frac{\sigma^2}{2}) T}{\sigma \sqrt{T}} \] \[ d_2 = d_1 - \sigma \sqrt{T} \] and \( N(\cdot) \) is the cumulative distribution function (CDF) of the standard normal distribution. Limitations of Black-Scholes While elegant and easy to implement, the Black- S By Boris Greenfelder
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