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Black-Scholes implied volatility

`Volatility = blsimpv(Price,Strike,Rate,Time,Value)`

`Volatility = blsimpv(___,Limit,Yield,Tolerance,Class)`

using a Black-Scholes model computes the implied volatility of an underlying
asset from the market value of European call and put options.`Volatility`

= blsimpv(`Price`

,`Strike`

,`Rate`

,`Time`

,`Value`

)

The input arguments `Price`

,
`Strike`

, `Rate`

,
`Time`

, `Value`

,
`Yield`

, and `Class`

can be
scalars, vectors, or matrices. If scalars, then that value is used to
compute the implied volatility from all options. If more than one of
these inputs is a vector or matrix, then the dimensions of all
non-scalar inputs must be the same.

Also, ensure that `Rate`

,
`Time`

, and `Yield`

are expressed
in consistent units of time.

[1] Hull, John C. *Options, Futures, and Other Derivatives.* *5th
edition*, Prentice Hall, 2003.

[2] Luenberger, David G. *Investment Science.* Oxford
University Press, 1998.

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