[R] Loop and Solver with Black/Scholes-Formula

Hello, for my diploma thesis I need to program a solver for Merton´s respectively Black´s and Scholes´ Option pricing formula, which should be achieved for several dates. What I want to do is to estimate the value of a firm´s assets "vA" (x[2] denotes vA) and the option-implied volatility of firm

Re: [R] Loop and Solver with Black/Scholes-Formula

Naturally I mean that "x[1] denotes vA" and "x[2] denotes sigA" !!! Sorry for this mistake!!! Thank you and kind regards!!! bstudent. -- View this message in context: http://r.789695.n4.nabble.com/Loop-and-Solver-with-Black-Scholes-Formula-tp3470488p3470494.html Sent from the R help mailing lis

Re: [R] Loop and Solver with Black/Scholes-Formula

bstudent wrote: > > Hello, > > for my diploma thesis I need to program a solver for Merton´s respectively > Black´s and Scholes´ Option pricing formula, which should be achieved for > several dates. > > What I want to do is to estimate the value of a firm´s assets "vA" (x[2] > denotes vA) and t