Black-Scholes Call Price - Quant Researcher Interview Question

Problem Description

The Black-Scholes model provides a theoretical framework for valuing European-style options by assuming the underlying asset follows a geometric Brownian motion. This model is fundamental to derivatives pricing and risk management, utilizing inputs such as spot price, strike price, time to maturity, risk-free rate, and volatility to determine fair value. Task Implement the function solution(S, K, T, r, sigma) to calculate the price of a European Call option using the Black-Scholes formula. The