st: How do I solve an equation with returns in 'x' and my searched parameterin 'y' for a whole dataset?
Date
Wed, 22 Sep 2004 10:39:57 +0200
My problem is how to get implied volatilities out of option prices. I
have the options prices and I want to get implied volatilities out of
them. My variable 'x' contains option prices, variable 'y' contains only
missings. How do I get stata filling 'y' with values (volatility)
solving my option pricing formula (Black-Scholes) ?