I am struggling to understand how to model implied volatility for German stock market. I found in one article that I have to specify first the forward price to which it is associated using put call parity. they stated a formula but without citation from where they come up with it. Can anybody provide me with a SCIENTIFIC ARTICLE or a book containing this formula (formula of implied forward price ) . Secondly, how can I calculate this formula if I have a long period (i.e between 2000 and 2018), will I only use excel or there is any statistical package that I can use to calculate it. You can save my life if you can clarify me this. Million thanks in advance !