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Khamit Kadyrbekov

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#software testing Open access Sep 2026

Positive-payoff quadrature for Black–Scholes: a frozen binary64 prototype

We study an accuracy-oriented binary64 implementation of the positive-payoff integral for Black–Scholes–Merton option valuation. A locally frozen candidate and 288 new synthetic confirmation inputs are compared with an exact-binary multiprecision erfc reference, our previous prototype and an unchanged historical Jäckel...

Khamit Kadyrbekov, Daniyal Kadirbekov · 0 citations

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