I was having a doubt about a fucntion in the QuantLib add-on for excel. What is the formula for the function: qlBlackFormulaImpliedStdDev(...) I know that there are different methods for finding implieds (such as the Newton-Raphson). I mean, if you would write it down as a formula, how should it be??

  • $\begingroup$ Bisection method $\endgroup$ – simsalabim Apr 3 at 21:21
  • $\begingroup$ Thank you. I have searched but from where did you read it?? $\endgroup$ – Tommaso Apr 7 at 8:59

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