Two new rational approximation formulas compute normal implied volatility to near machine precision without iteration by using a simpler near-the-money variable and tailored tail approximations.
Théorie de la spéculation.Annales Scientifiques de l’École Normale Supérieure1900,17, 21–86
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Explicit Rational Formulae for Bachelier (Normal) Implied Volatility
Two new rational approximation formulas compute normal implied volatility to near machine precision without iteration by using a simpler near-the-money variable and tailored tail approximations.