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I use this Book to read the option pricing in Black-Scholes model in pages 93-99, The proof 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 '15 at 16:25

7 pages must be one of the shortest!!! I have studied Kuo's, Oksendal's, Karatzas' textbooks, and a Greek one, but they all offer much more extensive examination of the B&S pricing formula when compared to the 7 pages you are referring to.

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