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For the first time we derived a closed form solution for Black-Scholes impled volatility

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See Mathematica Code: Lagrange Inversion Series for Implied Volatility.nb

We checked the formulas we dirived step by step and then made an implied volatility caclulator in Mathematica. One can find all details in SSRN-id3116440.pdf

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For the first time we derived a closed form solution for Black-Scholes impled volatility

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