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What is Black-Scholes option pricing model?
Black-Scholes option pricing model is a mathematical model to calculate the European option price, which was put forward by fischer black and Myron Scholes in 1973. The model is based on the lognormal distribution assumption of stock price, risk-free interest rate, underlying asset volatility and option maturity.

The main idea of this model is to infer the price of options by calculating the risk neutral probability and present value of options. Specifically, Black-Scholes model decomposes option pricing into five basic elements: underlying asset price, exercise price, risk-free interest rate, option expiration time and underlying asset volatility. By solving the partial differential equation of option price changing with time, this model gives a formula estimation of option, which is called Black-Scholes formula.

The advantage of Black-Scholes model is that it can provide quantitative prediction of option price changes and is widely used in practice. However, the basic assumptions of this model may not be valid in some cases, for example, when the basic asset price fluctuates greatly and the interest rate and volatility change, the prediction of this model may be wrong. Therefore, when using Black-Scholes model, it is necessary to carefully evaluate the applicability of its basic assumptions and make corrections and adjustments in combination with the actual market situation.