I have two questions about this function:
1. Should we use the same function with same parameters for both American CRR and European BlackScholes option pricing?
2. What are the parameters and how we know about their values? I do not understand last four parameters here. Please advice.
public double impliedVolatility(double targetValue, GeneralizedBlackScholesProcess process,
double accuracy, int maxEvaluations, double minVol, double maxVol)Thanks,
Sumit Gupta
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