Abstract
In this paper, we develop an app for the estimation of European option price. We assume that in our market model all the assumptions of the Black-Scholes model are valid, in particular the absence of arbitrages opportunities and the log normality of the risk asset: they let us obtain an explicit and simple pricing expression, where the unknown terms are the volatility of the risk asset and the normal distribution. The first value is measured with the Average True Range, while the second one is calculated by using a Romberg quadrature formula.
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