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Fast-Vollib: A Fast Implied Volatility Library for Pythonwith PyTorch, JAX, and CUDA Fused-Kernel Backends

Fuente: arXiv

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Bibliographic Details
Main Author:	Saqur, Raeid
Format:	Preprint
Published:	2026
Subjects:	Computational Finance Mathematical Software Mathematical Finance Pricing of Securities 91G20, 65H05, 91G60, 65Y05 G.4; G.1.5; J.2; C.1.2
Online Access:	Acceder al recurso
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