Serving the Quantitative Finance Community

Search found 1 match

by Nidnus
May 3rd, 2021, 2:42 pm
Forum: Technical Forum
Topic: American Implied Volatility from quotes
Replies: 13
Views: 7406

Re: American Implied Volatility from quotes

Whatever numerical method you are going  to use, but my point is that IVOL is an additional and time-consuming step one has to avoid. I guess you mean that having the actual implied volatility surface isn't that useful since you can still ping your local volatility function with T and strike instea...