function blkimpv gives wrong answers
1 次查看(过去 30 天)
显示 更早的评论
I am using blkimpv to calculate implied vol from the market. Attached is parameters I used in the function. Why it alway gives me Not a Number -- NAN? And it also gives strange numbers when I change the values in the parameters.
Volatility = blkimpv(40.85, 40, 0.0025, 0.0219, 0.35, [],[], {'Call'})
0 个评论
回答(0 个)
另请参阅
Community Treasure Hunt
Find the treasures in MATLAB Central and discover how the community can help you!
Start Hunting!