Newton–Raphson Emulation Network for Highly Efficient Computation of Numerous Implied Volatilities
In finance, implied volatility is an important indicator that reflects the market situation
immediately. Many practitioners estimate volatility by using iteration methods, such as the …
immediately. Many practitioners estimate volatility by using iteration methods, such as the …
[PDF][PDF] A generalized derivation of the Black-Scholes implied volatility through hyperbolic tangents
M Mininni, G Orlando, G Taglialatela - Argumenta Oeconomica, 2022 - dbc.wroc.pl
This article extends the previous research on the notion of a standardized call function and
how to obtain an approximate model of the Black-Scholes formula via the hyperbolic …
how to obtain an approximate model of the Black-Scholes formula via the hyperbolic …