Realistically, no unaided human could calculate a Black-Scholes option price by hand

Evidence

The Black-Scholes-Merton model’s core was a differential equation that would have been opaque to anyone without college-level training in mathematics. Even in the simplest case, a call option on a stock that pays no dividend (appendix D, equation 2), an unaided human being cannot realistically be expected to calculate a Black-Scholes price. At the very least, a table of natural logarithms and of the distribution function of a normal distribution are needed. — Donald MacKenzie, An Engine, Not a Camera, 712

Categorization

• DEFINE: Establishes the practical computational burden of the model — a key constraint in the performativity story, since the model could only shape markets once technology made it usable.
• XREF: connects to: The Black-Scholes formula contains no risk parameter, implying risk-neutral pricing. — Donald MacKenzie, An Engine, Not a Camera: How Financial…, 598