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How could I calculate implied vol ASAP??
Hi bros,Is there any good methodnology or tips to calculate IV ASAP??
How could I calculate implied vol ASAP??
Have a look at this thread (oops not on Wilmott ...). Jackel's algo works very well. I haven't tried Axel's improvements yet. Maybe he can tell you more about it.
How could I calculate implied vol ASAP??
Hm ... all I have to tell one finds in the link. The only thing missing: my regards to Peter Jaeckel.