希望大神们慷慨赐教啊

d1=log(S(0)/K)+(r+0.5*sigma^2)t/(sigma*sqrt(t))

K=S(0)exp(rt)

=> d1=0.5*sigma*sqrt(t), d2=-0.5*sigma*sqrt(t)

lns(t)~N[lns(0)+(u-0.5*sigma^2)t, sigma^2*t], I think here the mean of lns(t)=0.12t should refer to
(u-0.5*sigma^2)t otherwise you have no solution. Now you get sigma

now you have sigma, t and S(0)

so that you have d1 and d2.

BS price=S(0)N(d1)-Kexp(-rt)N(d2)

K=S(0)exp(rt)

option price=S(0)N(d1)-S(0)N(d2)

Everything is known. You can get the price.

Why should lns(t)=0.12t  be   (u-0.5*sigma^2)t  instead of  lns(0)+(u-0.5*sigma^2)t?    Just beginning to learn derivatives pricing, so the questions  are  very naive.I hope more guidance.Thank you very much.

In that case, do you think you can solve this equation?

a+bt=ct, if a is not zero.  They cannot be equal for any t. Just for some specific time t.

You  are  right ,but s(0)=14 is given... Am I right ?