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Tighter 'Uniform Bounds for Black-Scholes Implied Volatility' and the applications to root-finding
This note improves the lower and upper bounds of the Black-Scholes implied volatility (IV) in Tehranchi (SIAM J.
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.
Extensive networks would eliminate the demand for pricing formulas
When evaluating based on high accuracy and efficiency, extensive networks can eliminate the necessity of the pricing formulas for the SABR model.
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