fast-vollib delivers a high-performance open-source Python library for option pricing and implied volatility with multiple accelerated backends as a drop-in alternative to py_vollib.
The calculation of implied variances from the B lack-- S choles model: A note
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Fast-Vollib: A Fast Implied Volatility Library for Pythonwith PyTorch, JAX, and CUDA Fused-Kernel Backends
fast-vollib delivers a high-performance open-source Python library for option pricing and implied volatility with multiple accelerated backends as a drop-in alternative to py_vollib.