Black–Scholes option valuation. The Black–Scholes formula supplies the theoretical value of a European call option on a stock that pays no dividends, given the current stock price s, the exercise price x, the continuously compounded risk-free interest rate r, the volatility σ, and the time (in years) to maturity t. The Black–Scholes value is given by the formula s Φ(a) – xe−rtΦ(b), where Φ(z) is the Gaussian cumulative distribution function, a = (ln(s/x) + (r + σ2/2)t)/(σ√t), and b = a − σ√t. Write a program that takes s, r, σ, and t from the command line and prints the Black–Scholes value.
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