%% Compute European Put and Call Option Prices Using a Black-Scholes Model
% This example shows how to price European stock options that expire in three months with an exercise price of $95. Assume that the underlying stock pays no dividend, trades at $100, and has a volatility of 50% per annum. The risk-free rate is 10% per annum.

[Call, Put] = blsprice(100, 95, 0.1, 0.25, 0.5)

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