fast-vollib: A Fast Implied Volatility Library for Python with PyTorch, JAX, and CUDA Fused-Kernel Backends

By Raeid Saqur

Published 2026-06-08

Everscope rating

1581.1

Relevance to quantitative trading

9 / 10

Implementation complexity

4 / 10

Reproducibility

5 / 5

About this paper

Methodology: Dual-Solver Vectorized IV Computation with Multi-Backend GPU Acceleration. Problem types: Optimization, Risk Management, Numerical Root-Finding, High-Performance Computing.

arXiv:2604.27210 · Code · Paper rankings

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