diff --git a/R/Greeks.R b/R/Greeks.R
index 0d26b7b..523ab14 100644
--- a/R/Greeks.R
+++ b/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
diff --git a/R/Implied_Volatility.R b/R/Implied_Volatility.R
index 60a829e..9af1b94 100644
--- a/R/Implied_Volatility.R
+++ b/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
diff --git a/man/Implied_Volatility.Rd b/man/Implied_Volatility.Rd
index d17a023..9dc0b9b 100644
--- a/man/Implied_Volatility.Rd
+++ b/man/Implied_Volatility.Rd
@@ -72,3 +72,7 @@ Computes the implied volatility for various options via Newton's method
 Implied_Volatility(15, r = 0.05, option_type = "Asian",
 payoff = "call")
 }
+\seealso{
+\code{\link[=BS_Implied_Volatility]{BS_Implied_Volatility()}} for option_type = "European" and payoff
+in c("call", "put")
+}