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implied_volatility_call() computes the implied volatility based on the known
trading price of a "reference" call option on the same underlying security with
a different strike price and/or term, using the Newton-Raphson method, or the
bisection method if it fails to converge otherwise.
It's invoked like call_price(), except that the second argument is taken as
the price of the call option, and the volatility is returned.
You can override the default option price tolerance of 1e-4 by passing an
additional argument beyond C<$fractional_yield>.
If called in an array context, the second element of the return value is an
estimate of the error magnitude, and the third element is the number of
iterations required to obtain the result.
The error magnitude may be quite large unless you use a
reference option whose price exceeds its intrinsic value by an amount larger
than or comparable to the absolute difference of the market price and the
strike price, and it is undefined if the price of the reference option is
less than what would be calculated with zero volatility.
If the price of the reference option is greater than what would be calculated
with infinite volatility, then both the result and the error estimate are
undefined.
An exception is thrown if it fails to converge within
C<$Math::Business::BlackScholes::max_iter> (100 by default) iterations.
An analogous implied_volatility_put() is also available.

=head2 American Options

Whereas a European stock option may be exercised only when it expires,
an American option may be exercised any time prior to its expiration.
The price of an American option can be approximated as the maximum price
of similar European options over all possible remaining terms not greater
than the remaining term of the American option.
This maximum usually occurs at the end of the remaining term, or just before