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 ...

Stabilized or Chebyshev explicit methods have been widely used in the past to solve stiff ordinary differential equations. Making use of special properties of Chebyshev-like polynomials, these methods ...

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 ...

Soit t un nombre entier et ℓ≠2 un nombre premier. Soit $\phi \left( x \right) = T_\ell ^n\left( x \right) - t$ la composition n-fois du polynôme de Tchebychev de degré ℓ décalée de t. Supposant que ce ...