Book And Research Paper Forum • Re: Explicit implied vol?
Collector
VBA (AI generated, it at least gave the correct implied vol, also very far OTM), But if I have to use Bisection to do the Inverse Gaussian quantile, then is it really much more efficient... well I guess we can to better than this AI code ? ' ============================================================ ' Implied volatility from Schadner arXiv:2604.24480 ' Handles: ' - OTM calls ' - ITM calls ' - OTM puts ' - ITM puts ' - ATM options ' ' Inputs: ' Price = option price ' F = forward price ' K = str