fsolve does not give me the desirable results

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Andreas S
Andreas S on 18 Oct 2020
Hi everyone! I need your help because im facing a problem with the comand fsolve.
I have created a fuction code for pcall that gives me a good result. The problem is that when i run the following code, matlab gives me as a result for sigma_implied the initial guess 0.015. What is the problem or my mistake here? Thank you in advance!!!
K=65;
pcall=BS_eucall(S0,K,rf,sigma,T)
f=@(sigma) BS_eucall(70,65,0,sigma,21/250)
sigma_implied=fsolve(f,0.015)
pcallK1=pcall
sigma_impliedK1=sigma_implied

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