IMVOL: Stata module to compute Implied Volatility in Black-Scholes European Option Pricing Model
imvol Computes Implied Volatility in the Black-Scholes European Option Pricing Model
|Requires:||Stata version 10|
|Date of creation:||05 Jan 2012|
|Date of revision:|
|Note:||This module should be installed from within Stata by typing "ssc install imvol". Windows users should not attempt to download these files with a web browser.|
|Contact details of provider:|| Postal: |
Web page: http://fmwww.bc.edu/EC/Email:
More information through EDIRC
|Order Information:||Web: http://repec.org/docs/ssc.php|
When requesting a correction, please mention this item's handle: RePEc:boc:bocode:s457390. See general information about how to correct material in RePEc.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Christopher F Baum)
If references are entirely missing, you can add them using this form.