Adaptive Gradient Descent Methods for Computing Implied Volatility

1 code implementation • 16 Aug 2021 • Yixiao Lu, Yihong Wang, Tinggan Yang

In this paper, a new numerical method based on adaptive gradient descent optimizers is provided for computing the implied volatility from the Black-Scholes (B-S) option pricing model.

The thermal power generation and economic growth in the central and western China: A heterogeneous mixed panel Granger-Causality approach

no code implementations • 24 Nov 2020 • Jie Ni, Jiayi Qian, Yixiao Lu, Hong Cheng

Therefore, to improve economic development without compromising the regions' competitiveness in central and western China, we can adjust the power generation structure, and increase investments in the renewable energy supply and energy efficiency.

Applications