In 97 Fischer Black and Myron Scholes establish the formula of call option V = S_t N( d_ )-Ke~(-r(T-t))(d_), which is k97 年Fischer Black和Myron Scholes建立了看涨期权公式(称为Black- Scholes公式) V = S_t N( d_ )-Ke~(-r(T-t))(d_).