A 90 day call option with strike price $100 is valued at $8.23. The stock price is
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A 90 day call option with strike price $100 is valued at $8.23. The stock price is $102, and the risk-free rate is r = 3 %. Write a bisection or other numerical solver to find the implied volatility.
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To find the implied volatility using the bisection method we need to start with two bounds one of wh...View the full answer
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