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Difficulty: Easy
Category: options_pricing
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Topics: options-pricing, black-scholes, put, derivatives, scipy
The Black-Scholes model is a foundational equation for pricing European options on non-dividend-paying stocks. Quantitative finance professionals use it to calculate theoretical option values, manage risk, and identify potential arbitrage opportunities. Implementing the model, particularly for put options, requires precise application of its standard formula. Task Implement the function solution(S: float, K: float, T: float, r: float, sigma: float) -> float to calculate the price of a European
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