Hi AlL, this file is for implied volatility calculation. The yellow area is for user to input parameters.Full source code disclosed.
Also, the precision for implied volatility is very high in this file, even more than FEA software's calculation.
楼主: selenaH
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[学科前沿] Very Accurate Implied Volatility Calculation Model |
本科生 30%
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welcome to
http://stochasticquant.com/ |
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