black-scholes-model/lib/utils/bisection.d.ts

Complete plug and play Black-Scholes-Merton model for option pricing with features including implied volatility and Greeks.

export interface IBisection {
    seekValue: number;
    lowStartVolatility: number;
    highStartVolatility: number;
    tolerance: number;
    iterations: number;
    fn(volatility: number): number;
}
export declare const bisection: (params: IBisection) => number;
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