Implying Volatility: How Fast Can We Go?

By Fabien Le Floc'h, Jherek Healy

Published 2026-05-27

Everscope rating

1430.1

Relevance to quantitative trading

8 / 10

Implementation complexity

6 / 10

Reproducibility

4 / 5

About this paper

Methodology: FlashIV: Fixed-Count Householder-3 Implied Volatility Solver. Problem types: Optimization, Risk Management, Market Making.

arXiv:2605.29102 · Paper rankings

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