- Title "Type your title here";
- constant x=10000,r=0.05,t=1,ve=3000,se=0.4;
- parameter v1,v2;
- conststr d1=(ln(v1/x)+(r+v2^2/2*t))/(v2*sqrt(t)),
- d2=d1-v2*sqrt(t);
- Function v1*normalcdf(d1)+exp(-r*t)*x*normalcdf(d2)-ve=0;
- v1/ve*normalcdf(d1)*v2-se=0;
v2: 0.672650036830925