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Calculate implied volatility using Barone-Adesi and Whaley option pricing model

adds
optional name-value pair arguments.`Volatility`

= impvbybaw(___,`Name,Value`

)

[1] Barone-Adesi, G. and Robert E. Whaley. “Efficient Analytic Approximation of
American Option Values.” *The Journal of Finance.* Volume
42, Issue 2 (June 1987), 301–320.

[2] Haug, E. *The Complete Guide to Option Pricing Formulas.* *Second
Edition.* McGraw-Hill Education, January 2007.