#7: Internal references of your docs

R/Greeks.R

@@ -2,6 +2,8 @@
 #' the Black Scholes model or a Jump Diffusion model in the case of Asian
 #' Options, or in the Binomial options pricing model
 #'
+#' @export
+#'
 #' @seealso [BS_European_Greeks()] for option_type = "European
 #' @seealso [Binomial_American_Greeks()] for option_type = "American"
 #' @seealso [BS_Geometric_Asian_Greeks()] for option_type = = "Geometric Asian"
@@ -11,8 +13,6 @@
 #' "vega")
 #' @seealso [Malliavin_Asian_Greeks()] for more general cases of Asian Greeks
 #'
-#' @export
-#'
 #' @param initial_price - initial price of the underlying asset
 #' @param exercise_price - strike price of the option
 #' @param r - risk-free interest rate

R/Implied_Volatility.R

@@ -2,6 +2,9 @@
 #'
 #' @export
 #'
+#' @seealso [BS_Implied_Volatility()] for option_type = "European" and payoff
+#' in c("call", "put")
+#'
 #' @param option_price - current price of the option
 #' @param initial_price - initial price of the underlying asset
 #' @param exercise_price - strike price of the option