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お試し。 $$ C(S_t,t) = S_tN(d_1) - Ke^{-r(T-t)}N(d_2) $$ $$ N(x) = \frac{1}{\sqrt{2\pi}}\int_{-\infty}^xe^{-\frac{y^2}{2}}dy $$ $$ d_1 = \frac{\log(\frac{S_t}{K}) + (r + \frac{\sigma^2}{2})(T-t)}{\sigma\sqrt{T-t}} $$ $$ d_2 = \frac{\log(\frac{S_t}{K}) + (r - \frac{\sigma^2}{2})(T-t)}{\sigma\sqrt{T-t}} $$