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Black-Scholes the cumulative normal distribution function parameters d1 and d2.
Your article Option Pricing Models (OPM). Part 4: Black-Scholes provides a very intutive explainantion. Is there an equivalent intutive explaination to the parameters d1, and d2 to the cumulative normal distribution functions used in the BS formulae. Thank you.- Mwgmwg
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- Forum: P2.T5. Market Risk Measurement & Management