The implied volatility is a crucial element in any financial toolbox, since it is used to both quote and hedge options as well as for model calibration. In contrast to the Black–Scholes formula, its ...

This is a preview. Log in through your library . Abstract Filippi [1] has proposed a quadrature scheme for any function f(x) in [ -1, 1 ], based on expanding the ...

This is a preview. Log in through your library . Abstract In this paper we are concerned with a formulation of the Chebyshev approximation problem in the complex plane as a problem of linear ...

Chebyshev polynomials, a central class of orthogonal polynomials, have long been pivotal in numerical analysis, approximation theory and the solution of differential equations. Their inherent ...