A fast regime-split Black-Scholes implied volatility solver
problem Fast computation of implied volatility
method Analytical and numerical expansions
result Achieves near-machine precision with minimal iterations
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Disparate treatment occurs when a machine learning model yields different decisions for individuals based on a sensitive attribute (e.g., age, sex). In domains where prediction accuracy is paramount, it could potentially be acceptable to fit a model which exhibits disparate treatment. To evaluate the effect of disparat…