An Explicit Solution to Black–Scholes Implied Volatility

By Wolfgang Schadner

Published 2026-05-19

Everscope rating

1934.6

Relevance to quantitative trading

9 / 10

Implementation complexity

5 / 10

Reproducibility

4 / 5

About this paper

Methodology: Distributional Transform / Quantile Inversion. Problem types: Optimization (Analytical Inversion), Risk Management, Derivatives Pricing, Volatility Surface Calibration, No-Arbitrage Constraint Verification.

arXiv:2604.24480 · Paper rankings

Open the interactive Everscope explorer for full analysis, charts, and paper battles.