Asymptotically-Informed Neural Networks for Black-Scholes Implied Volatility Computation

By Samira Amiriyan, Youness Boutaib

Published 2026-08-25

Everscope rating

1547.5

Relevance to quantitative trading

8 / 10

Implementation complexity

6 / 10

Reproducibility

5 / 5

About this paper

Methodology: Asymptotically-Informed Neural Network Architecture. Problem types: Regression, Optimization.

arXiv:2609.05491 · Code · Paper rankings

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