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In the Black-Scholes-Merton option pricing formula, the area under a normal distribution up to d2 is denoted A. S*N(d1) B. K*N(d2) C. d1 D. N(d2)
In the Black-Scholes-Merton option pricing formula, the area under a normal distribution up to d2 is denoted
A. | S*N(d1) | |
B. | K*N(d2) | |
C. | d1 | |
D. | N(d2) |
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