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Black–Scholes model
Black–Scholes model
PulseAugur coverage of Black–Scholes model — every cluster mentioning Black–Scholes model across labs, papers, and developer communities, ranked by signal.
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New neural networks enhance Black-Scholes implied volatility computation
Researchers have developed a new family of neural network architectures designed to improve the computation of Black-Scholes implied volatility. These models leverage the distinct behaviors of the Black-Scholes pricing …
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New PIVOT system bridges option pricing and implied volatility objectives
Researchers have developed PIVOT, a novel system designed to bridge the gap between price and implied volatility (IV) objectives in option-learning models. PIVOT utilizes a differentiable Jäckel operator to maintain the…