Reconstruction of the Time-Dependent Volatility Function Using the Black–Scholes Model

Table 3

European call option prices generated by the volatility function .

	94	96	98	100	102	104	106	108
	8.87	7.60	6.45	5.42	4.51	3.72	3.05	2.47
	10.27	9.06	7.95	6.94	6.03	5.20	4.47	3.82
	11.08	9.89	8.79	7.78	6.86	6.02	5.26	4.58
	11.61	10.43	9.33	8.32	7.39	6.54	5.76	5.06