# Easy proof of Black-Scholes option pricing formula

I use this Book to read the option princing in Black-Scholes model in pages 93-99, The poof of the formula given by $$c(s,t)= N(d_1(s,t)- Ke^{-rT}N(d_2(s,t)))$$ where $$d_{1,2}=\frac{\ln(s/K)+(r\pm \frac{1}{2}\sigma^2)t}{\sigma \sqrt{t}},$$ seem for me more long to read. Where do I find a short demonstration with adequate assumptions?

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That is to say, there isn't really a short or easy proof for the Black-Scholes formula. You need to do some work to show that it is true. (Why else would it have been worth a Nobel prize?) –  in_wolframAlpha_we_trust Jun 5 '13 at 8:18
It's kind of intuitive don't you think? –  Mew Apr 17 at 16:25