Dear allstat members
I'm looking for a FORTRAN code able to calculate the
"Black and Scholes" IMPLIED VOLATILITY (implicit in option prices).
Could anyone tell me where?
Thanks in advance.
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Alessandro Rossi
PhD in Applied Statistics
University of Florence
Visiting student at FORC
Warwick Business School
Coventry CV47AL
Tel: Home +44 (0)1203 676047
Office +44 (0)1203 572572 (ext.) 24276
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