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What are D1 and D2 in Black-Schole model? - Answers

d1 is ln(SpotPrice/StrikePrice)+((RiskFreeRate + (0.5*(sigma^2)))*TimeToMaturity) d2 is SpotPrice-sigma*TimeToMaturity^0.5 These equations are taken from the spreadsheet found in the related link



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What are D1 and D2 in Black-Schole model? - Answers

https://math.answers.com/math-and-arithmetic/What_are_D1_and_D2_in_Black-Schole_model

d1 is ln(SpotPrice/StrikePrice)+((RiskFreeRate + (0.5*(sigma^2)))*TimeToMaturity) d2 is SpotPrice-sigma*TimeToMaturity^0.5 These equations are taken from the spreadsheet found in the related link



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https://math.answers.com/math-and-arithmetic/What_are_D1_and_D2_in_Black-Schole_model

What are D1 and D2 in Black-Schole model? - Answers

d1 is ln(SpotPrice/StrikePrice)+((RiskFreeRate + (0.5*(sigma^2)))*TimeToMaturity) d2 is SpotPrice-sigma*TimeToMaturity^0.5 These equations are taken from the spreadsheet found in the related link

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      d1 is ln(SpotPrice/StrikePrice)+((RiskFreeRate + (0.5*(sigma^2)))*TimeToMaturity) d2 is SpotPrice-sigma*TimeToMaturity^0.5 These equations are taken from the spreadsheet found in the related link

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