| dc.contributor.author | Glau, K | en_US |
| dc.contributor.author | Herold, P | en_US |
| dc.contributor.author | Madan, DB | en_US |
| dc.contributor.author | Potz, C | en_US |
| dc.date.accessioned | 2018-11-27T10:18:43Z | |
| dc.date.available | 2018-11-08 | en_US |
| dc.date.issued | 2019-12 | en_US |
| dc.date.submitted | 2018-11-22T16:39:43.349Z | |
| dc.identifier.issn | 1460-1559 | en_US |
| dc.identifier.uri | http://qmro.qmul.ac.uk/xmlui/handle/123456789/53326 | |
| dc.format.extent | 1 - 31 | en_US |
| dc.relation.ispartof | JOURNAL OF COMPUTATIONAL FINANCE | en_US |
| dc.rights | This is a pre-copyedited, author-produced version of an article accepted for publication in Journal of Computational Finance following peer review. | |
| dc.subject | Black-Scholes implied volatility | en_US |
| dc.subject | real-time evaluation | en_US |
| dc.subject | Chebyshev polynomial | en_US |
| dc.subject | polynomial interpolation | en_US |
| dc.subject | Laplace implied volatility | en_US |
| dc.title | The Chebyshev method for the implied volatility | en_US |
| dc.type | Article | |
| dc.rights.holder | © 2018 Incisive Media | |
| dc.identifier.doi | 10.21314/JCF.2019.375 | en_US |
| pubs.author-url | http://gateway.webofknowledge.com/gateway/Gateway.cgi?GWVersion=2&SrcApp=PARTNER_APP&SrcAuth=LinksAMR&KeyUT=WOS:000502257400002&DestLinkType=FullRecord&DestApp=ALL_WOS&UsrCustomerID=612ae0d773dcbdba3046f6df545e9f6a | en_US |
| pubs.issue | 3 | en_US |
| pubs.notes | Not known | en_US |
| pubs.publication-status | Published | en_US |
| pubs.volume | 23 | en_US |
