We address a more general version of a classic question in probability theory. Suppose X ∼ ${\bf N}_{{\bf p}}(\mu,\Sigma)$ (μ, Σ). What functions of X also have ...
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 ...
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 ...
Some results have been hidden because they may be inaccessible to you
Show inaccessible results
Feedback