Objective function to Corrado-Su modelo that minimizes the error in implied
volatility.
Usage
csm_obj_min_vol(par, type, spot, strike, rate, yield, time, vol, weights = 1)
Arguments
- par
a numeric value
- type
option type: Call or Put
- spot
a numeric value
- strike
a numeric value
- rate
a numeric value
- yield
a numeric value
- time
a numeric value
- vol
a numeric value
- weights
a numeric value
