2 stories tagged with #implied-volatility, in publish-time order across the WeSearch catalog. Tag pages update as new stories ingest.
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ARXIV.ORG
An Explicit Solution to Black-Scholes Implied Volatility
This paper identifies what appears to be the first explicit formula for Black-Scholes implied volatility, resolving a 50-year-old problem in option pricing. The key observation is …
CNBC
Traders bet Nvidia's stock will return to record highs soon
Shares of Nvidia fell a bit on Tuesday after a WSJ report raised questions about OpenAI growth targets and the whole AI complex.…