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

Jaehyuk Choi, Jeonggyu Huh, Nan Su. Tighter 'uniform bounds for Black-Scholes implied volatility' and the applications to root-finding. Oper. Res. Lett., 57:107189, 2024. [doi]

Abstract

Abstract is missing.