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  Topic: Implied volatility (Newton - Raphson)
karina

Replies: 1
Views: 23455

PostForum: Option Pricing Models   Posted: Mon Jun 06, 2005 4:56 pm   Subject: Implied volatility (Newton - Raphson)
Hi,
I'm trying to back out the implied volatility from the option prices using a Newton - Raphson method. The problem is that the computer blockes calculating some cells of the matrix. I mean, once ...
 
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