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Asymptotically-informed neural networks for Black-Scholes implied volatility computation

This story is from 2026-09-09. It is preserved in the archive; the latest stories are on the live feed.

arXiv:2609.05491v1 Announce Type: cross Abstract: The computation of Black-Scholes implied volatility is a fundamental task in quantitative finance, underpinning option valuation, model calibration and risk management. Although implied volatility is routinely used in practice, the inversion of the…

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  1. 2026-09-09 04:00 · arXiv stat.ML
    Asymptotically-informed neural networks for Black-Scholes implied volatility computation

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