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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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