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This application calculates the price of a European call option with:

Parameters

Stock price

$\mathrm{So}\=$

Strike price

$K\=$

Risk-free interest rate

$r\=$

Dividend rate

$q\=$

Time to maturity

$T\=$

Volatility

$\mathrm{\σ}\=$

Fineness of integration grid

$N\=$

Integrability parameter

$\mathrm{\α}\=$

Pricing Algorithm and Results