function bscall(s,k,r,sg,t)
d1=(log(s/k)+(r+sg^2/2)*t)/sg/sqrt(t);
d2=d1-sg*sqrt(t);
nd1=normcdf(d1,0,1);
nd2=normcdf(d2,0,1);
bscall=s*nd1-k*nd2*exp(-r*t);

%Black-Scholes call option pricing model