Black Scholes Price and Implied vol with TensorflowThe Black-Scholes model is a financial model used to calculate the theoretical price of a European call or put option. As for the implementation of Black-Scholes model with Tensorflow, it can be done by creating a mathematical function in Tensorflow that models the Black-Scholes equation. Additionally, Tensorflow can be used to perform implied volatility calculations as well, by using the Black-Scholes model to find the volatility that is implied by the current market price of an option. Black–Scholes equation solve this problem. The Black–Scholes equation is a parabolic partial differential equation, which describes the price of the option over time.

Source: Economic Times March 09, 2023 16:59 UTC