Option Pricing Methods

                                                                                                       Last update on December 26th, 2012
 
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Implied Volatility, Lognormal model (new algorithm)

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Enter your parameters		 
Stock price :
Strike price :
Free risk rate (0,05 for 5%) :
Market Price :
Maturity (year) :
Option :

             Value
Implied Volatility (IV) : %
B&S price with IV :
Relative error (prices) : bp