Explicit Rational Formulae for Bachelier (Normal) Implied Volatility

By Fabien Le Floc'h

Published 2026-06-14

Everscope rating

1547.3

Relevance to quantitative trading

8 / 10

Implementation complexity

4 / 10

Reproducibility

4 / 5

About this paper

Methodology: Explicit Rational Approximation for Implied Volatility Inversion. Problem types: Optimization, Risk Management, Market Making.

arXiv:2605.18343 · Paper rankings

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