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 , and the time (in years) to 

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turity t. The Black-Scholes value is given by the formula s (a) - xe (b), where (2) is the Gaussian cumulative distribution function, a = (ln(s/x) + (r+ o/2) t)/(t), and b = a-ot. Write a program that takes s, r, o, and t from the command line and prints the Black-Scholes value.