C++ Computational Finance Assignment

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Please complete the question in the attached file & return the answer in PDF format.

Question 5 is a programming question plz complete it with a C++ or matlab file .tks very much

Exercise 4 (Black-Scholes Formula) (5+15P points)

For a European call the analytic solution of the Black{Scholes equation is given by

d1 :=

log S

K +


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