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Black-Scholes implied volatility

`Volatility = blsipmv(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`

= blsipmv(`Price`

,`Strike`

,`Rate`

,`Time`

,`Value`

)

Also, ensure that |

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

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

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