A Fast Implied Volatility Method with Expansions

By Alper Hekimoglu, Ismail Hakki Gokgoz

Published 2026-09-02

Everscope rating

1904.9

Relevance to quantitative trading

9 / 10

Implementation complexity

5 / 10

Reproducibility

4 / 5

About this paper

Methodology: Regime-Split Seed-plus-Solver with Fourth-Order Householder Refinement. Problem types: Optimization, Risk Management, Portfolio Optimization.

arXiv:2606.10245 · Paper rankings

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