It is demonstrated by elementary means that the Chebyshev polynomials Tn(z) areoptimal for ellipses in C in a way that extends the classical properties for Tn(x) relative to the real interval [-1, 1].

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 ...

A theorem of Korovkin states that a sequence of positive linear operators on C[ a, b] converges strongly to the identity if and only if convergence holds on a three-dimensional Chebyshev subspace of C ...

Three of the common filter topologies are Chebyshev, Butterworth, and Bessel. Which filter topology has the flatest response in the passband? Which filter topology has the steepest decline into the ...