7 Homework 7 (Lecture 12): Black-Scholes-Merton formula for options The symbols S, K, r, q, ?, t0 and T have theit usual meanings . Define the variables di and d2 as follows to The Black-Scholes Merton formula for the fair value of a European call c and a Europeain put p, and the corresponding Delta ?c and ?p, is . T-to) N(-d- (7.2) N(di) . The cumulative normal function N(x) is given N(x) (7.3) . Fortunately C++ provides a function erf (x) which can be used to compute N(x) (7.4) . You may use the C+ function below to compute the value of N(x) double cum_norm (double x) const double root-sqrt (0.5); return 0.5 (1.0 erf(x*root)); Write functions to calculate the fair value and Delta of European call and put options using the Black- Scholes-Merton formula