The estimate of the future volatility of the returns on the underlying asset that is computed using the Black-Scholes option pricing model is referred to as the: Multiple Choice residual error. implied mean return. derived case volatility. forecast rho. implied standard deviation. The estimate of the future volatility of the returns on the underlying asset that is computed using the Black-Scholes option pricing model is referred to as the: Multiple Choice residual error. implied mean return. derived case volatility. forecast rho. implied standard deviation