Which of the following is not an approach to confirming the Black-Scholes option pricing equations?

Select one:

a. Demonstrating that they solve differential equations derived after creating instantaneously riskless portfolios.

b. Demonstrating that they solve differential equations derived from the assumption of lognormal stock returns.

c. Assuming risk neutrality and using the lognormal stock price distribution property.

d. Demonstrating convergence of the binomial and Black-Scholes option pricing models.

e. All of the above approaches may be used to confirm the Black-Scholes option pricing equations.