The Chebyshev method for the implied volatility
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Volume
23
Pagination
1 - 31
DOI
10.21314/JCF.2019.375
Journal
JOURNAL OF COMPUTATIONAL FINANCE
Issue
ISSN
1460-1559
Metadata
Show full item recordAuthors
Glau, K; Herold, P; Madan, DB; Potz, CCollections
- Mathematics [1478]