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 ...
SIAM Journal on Numerical Analysis, Vol. 35, No. 4 (Aug., 1998), pp. 1684-1708 (25 pages) This paper introduces a general technique for the construction of multistep methods capable of integrating, ...
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 ...
Some results have been hidden because they may be inaccessible to you
Show inaccessible results
Feedback