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Black implied volatility

Joined
10/31/19
Messages
2
Points
11
Hello,

I have an assignment, where we have to construct a black implied volatility cube. The code for the function was provided by the teacher.

In most cases the function works, but on some cells it doesnt work and I checked everything and still could not find the error.

Here is the file: Gofile - File sharing platform, anonymous and free
The table is in the sheet "Cube" -> starting from row 82 to 104.



Anyone who could help here?
Thank you in advance.
 
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