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 ...

This paper presents a generalization of the Remez multiple-exchange (ME) algorithm for solving complex Chebyshev approximation by polynomials on the unit circle. The difficulties of implementing the ...

Journal of Computational Mathematics, Vol. 19, No. 4 (JULY 2001), pp. 347-356 (10 pages) In this paper it is shown in two different ways that one of the family of parallel iterations to determine all ...

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 ...