Which one of the following four parameters is NOT a required input in the Black-Scholes...

The Black-Scholes model does not require discrete future stock prices as an input. Instead, it uses the current price of the underlying asset, the option’s strike price, time to maturity, risk-free interest rate, and the volatility of the underlying asset. The model assumes that the price of the underlying asset follows a continuous stochastic process and not discrete intervals.