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Why is it important?
Because: 1) It explains why Black and Scholes model is still used. 2) How to derive the implied volatility numerically though a precise and fast algorithm
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This page is a summary of: A review on implied volatility calculation, Journal of Computational and Applied Mathematics, August 2017, Elsevier,
DOI: 10.1016/j.cam.2017.02.002.
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