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st: How do I solve an equation with returns in 'x' and my searched parameterin 'y' for a whole dataset?


From   Daniel Klein <[email protected]>
To   [email protected]
Subject   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) ?

sincerely

D.K.
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