Search Results - subject:"Chebyshev polynomial"

Persistence and efficiency of OECD stock markets : linear and nonlinear fractional integration approaches

Adekoya, Oluwasegun B. - In: Empirical economics : a quarterly journal of the … 61 (2021) 3, pp. 1415-1433

Persistent link: https://www.econbiz.de/10012616954

The Chebyshev method for the implied volatility

Glau, Kathrin; Herold, Paul; Madan, Dilip B.; Pötz, … - In: The journal of computational finance 23 (2019) 3, pp. 1-31

Persistent link: https://www.econbiz.de/10012162365

Application of Chebyshev Polynomial in Predicting the Grain Yield â€”â€”A Case of Grain Yield in Jilin Province

Zhang, Hong-qin; Gao, Lai-bin - In: Asian Agricultural Research 2 (2010) 12

On the basis of introducing the fundamental principles of the least square methods, the Chebyshev polynomial data …

Persistent link: https://www.econbiz.de/10008916116

Testing fractional persistence and non-linearities in the natural gas market : an application of non-linear deterministic terms based on Chebyshev polynomials in time

Yaya, OlaOluwa S.; Gil-Alaña, Luis A.; Carcel, Hector - In: Energy economics 52 (2015) 1, pp. 240-245

Persistent link: https://www.econbiz.de/10011568248

Using chebyshev polynomials to approximate partial differential equations

Caporale, Guglielmo Maria; Cerrato, Mario - 2008

This paper suggests a simple method based on a Chebyshev approximation at Chebyshev nodes to approximate partial differential equations. It consists in determining the value function by using a set of nodes and basis functions. We provide two examples: pricing a European option and determining...

Persistent link: https://www.econbiz.de/10010264366

Chebyshev polynomial approximation to approximate partial differential equations

Caporale, Guglielmo Maria; Cerrato, Mario - Department of Economics, Adam Smith Business School - 2008

CHEBYSHEV POLYNOMIAL APPROXIMATION TO APPROXIMATE PARTIAL DIFFERENTIAL EQUATIONS Guglielmo Maria Caporale …: European Options, Chebyshev Polynomial Approximation, Chebyshev Nodes Corresponding author: Professor Guglielmo Maria …. We suggest using a Chebyshev polynomial. This is defined as 4 : ))cos(cos()( sias i =Γ ni ,...,1,0= with ,1)( 0 …

Persistent link: https://www.econbiz.de/10005687363