ThiopheneIV is a monotone implied-volatility solver using Choi-Huh-Su seed, Euler-Chebyshev and Halley iterations, proven to converge monotonically in exact arithmetic, with double-precision boundary handling and comparisons to Jäckel's solver.
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FlashIV is a new Black-Scholes implied volatility solver using input normalization, erfcx residual, and fixed Householder refinement that runs faster than Jäckel's Let's Be Rational while staying close to its reference price.
citing papers explorer
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Faster Monotone Implied Volatility Solver
ThiopheneIV is a monotone implied-volatility solver using Choi-Huh-Su seed, Euler-Chebyshev and Halley iterations, proven to converge monotonically in exact arithmetic, with double-precision boundary handling and comparisons to Jäckel's solver.
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Implying Volatility: How Fast Can We Go?
FlashIV is a new Black-Scholes implied volatility solver using input normalization, erfcx residual, and fixed Householder refinement that runs faster than Jäckel's Let's Be Rational while staying close to its reference price.