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 ...

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 ...

In this paper, we use the algebraic manipulations and the properties of Chebyshev polynomials to obtain two interesting identities involving the power sums of the integral of the first kind Chebyshev ...

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 ...