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Black-Scholes put and call option pricing

```
[Call,Put]
= blsprice(Price,Strike,Rate,Time,Volatility)
```

```
[Call,Put]
= blsprice(___,Yield)
```

`[`

computes
European put and call option prices using a Black-Scholes model.`Call`

,`Put`

]
= blsprice(`Price`

,`Strike`

,`Rate`

,`Time`

,`Volatility`

)

Ensure that |

Hull, John C. *Options, Futures, and Other Derivatives.* *5th
edition*, Prentice Hall, 2003.

Luenberger, David G. *Investment Science.* Oxford
University Press, 1998.

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