bs.d1=function(S,K,r,sigma,T) { ( log(S/K) + (r+sigma^2/2)*T ) / (sigma*sqrt(T)) } bs.d2=function(S,K,r,sigma,T) { bs.d1(S,K,r,sigma,T)-sigma*sqrt(T) } bs.call=function(S,K,r,sigma,T) { d1 = ( log(S/K) + (r+sigma^2/2)*T ) / (sigma*sqrt(T)) d2 = d1 - sigma*sqrt(T) S*pnorm(d1)-exp(-r*T)*K*pnorm(d2) } bs.call(100,200,0.05,0.35,0.5)