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st: Black Scholes


From   "joserra coco" <pereastroika@hotmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   st: Black Scholes
Date   Fri, 21 Jul 2006 08:16:29 -0700

Hi,

Does anybody know whether there is some command or code for calculating implied volatilities in the Black Scholes model?. Thanks for any info.

Joserra.

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