@misc{lu2021adaptive,
  title={Adaptive Gradient Descent Methods for Computing Implied Volatility},
  author={Yixiao Lu and Yihong Wang and Tinggan Yang},
  year={2021},
  eprint={2108.07035},
  archivePrefix={arXiv},
  primaryClass={q-fin.CP},
  url={https://arxiv.org/abs/2108.07035}
}