Determine implied volatility using Black-Scholes option pricing model
specifies options using one or more name-value pair arguments in addition to the input
arguments in the previous syntax.Volatility
= impvbybls(___,Name,Value
)
[1] Jäckel, Peter. "Let's Be Rational." Wilmott Magazine., January, 2015 (https://onlinelibrary.wiley.com/doi/pdf/10.1002/wilm.10395).