Implied Volatility: use theoretical bounds for inversion - Githubissues

rcalxrc08 / FinancialToolbox.jl

Useful functions for Black–Scholes Model in the Julia Language

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Implied Volatility: use theoretical bounds for inversion #14

Closed rcalxrc08 closed 10 months ago

rcalxrc08 commented 10 months ago

A new approach has been implemented. This issue doesn't apply anymore