Implied volatility. Typically the volatility (sigma) is the unknown value in the Black-Scholes formula (see EXERCISE 2.1.28).
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Implied volatility. Typically the volatility \(\sigma\) is the unknown value in the Black-Scholes formula (see EXERCISE 2.1.28). Write a program that reads \(s, x, r, t\), and the current price of the European call option from the command line and uses bisection search to compute \(\sigma\).
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Related Book For
Introduction To Programming In Java An Interdisciplinary Approach
ISBN: 9780672337840
2nd Edition
Authors: Robert Sedgewick, Kevin Wayne
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