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secant-method-to-solve-BS-formula-to-get-implied-volatility by matlab

run the file"european_volatility.m"

when id=1, calculate call euro option implied volatility

when id=-1, calculate put euro option implied volatility

V: option price

K: strike price

T; time

S: stock price

q: divident rate

r: interest rate

tol: tolerance

maxn: maximum number of iteration step