Рекомендуем использовать промты на английском языке
Нажмите на промт, чтобы скопировать его в буфер обмена
I want you to act as a TypeScript function creator. Please create a TypeScript function that computes the implied volatility using the BlackScholes model. Where the inputs are the underlying price, strike price, free-risk rate, and option price. Write it step by step, with an explanation for each step.