Using Householder's method to improve the accuracy of the closed-form formulas for implied volatility

Daniel Wei-Chung Miao, Xenos Chang-Shuo Lin, Changyao Lin. Using Householder's method to improve the accuracy of the closed-form formulas for implied volatility. Math. Meth. of OR, 94(3):493-528, 2021. [doi]

Abstract

Abstract is missing.