See Mathematica Code: Lagrange Inversion Series for Implied Volatility.nb
We checked the formulas we dirived step by step and then made an implied volatility caclulator in Mathematica. One can find all details in SSRN-id3116440.pdf
See Mathematica Code: Lagrange Inversion Series for Implied Volatility.nb
We checked the formulas we dirived step by step and then made an implied volatility caclulator in Mathematica. One can find all details in SSRN-id3116440.pdf