Tighter 'uniform bounds for Black-Scholes implied volatility' and the applications to root-finding

Fuente: arXiv
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Main Authors: Choi, Jaehyuk, Huh, Jeonggyu, Su, Nan
Format: Preprint
Published: 2023
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author Choi, Jaehyuk
Huh, Jeonggyu
Su, Nan
author_facet Choi, Jaehyuk
Huh, Jeonggyu
Su, Nan
contents Using the option delta systematically, we derive tighter lower and upper bounds of the Black-Scholes implied volatility than those in Tehranchi [SIAM J. Financ. Math. 7 (2016), 893-916]. As an application, we propose a Newton-Raphson algorithm on the log price that converges rapidly for all price ranges when using a new lower bound as an initial guess. Our new algorithm is a better alternative to the widely used naive Newton-Raphson algorithm, whose convergence is slow for extreme option prices.
format Preprint
id arxiv_https___arxiv_org_abs_2302_08758
institution arXiv
publishDate 2023
record_format arxiv
spellingShingle Tighter 'uniform bounds for Black-Scholes implied volatility' and the applications to root-finding
Choi, Jaehyuk
Huh, Jeonggyu
Su, Nan
Mathematical Finance
Computational Finance
Pricing of Securities
91G20, 91G60
Using the option delta systematically, we derive tighter lower and upper bounds of the Black-Scholes implied volatility than those in Tehranchi [SIAM J. Financ. Math. 7 (2016), 893-916]. As an application, we propose a Newton-Raphson algorithm on the log price that converges rapidly for all price ranges when using a new lower bound as an initial guess. Our new algorithm is a better alternative to the widely used naive Newton-Raphson algorithm, whose convergence is slow for extreme option prices.
title Tighter 'uniform bounds for Black-Scholes implied volatility' and the applications to root-finding
topic Mathematical Finance
Computational Finance
Pricing of Securities
91G20, 91G60
url https://arxiv.org/abs/2302.08758