Research Article

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

Table 2

Generated European call option prices for different strike prices .

1 2 3 4 5 6 7 8

94 96 98 100 102 104 106 108
12.22 11.07 10.00 9.00 8.08 7.23 6.45 5.74