Kövari and Pommerenke [19], and Elliott [8], have shown that the truncated Faber series gives a polynomial approximation which (for practical values of the degree of the polynomial) is very close to ...

Ching-Yih Tseng, A Multiple-Exchange Algorithm for Complex Chebyshev Approximation by Polynomials on the Unit Circle, SIAM Journal on Numerical Analysis, Vol. 33, No. 5 (Oct., 1996), pp. 2017-2049 ...

Chebyshev Polynomials: A sequence of orthogonal polynomials defined on the interval [–1, 1], widely used in numerical approximation and spectral methods due to their optimality in minimising errors.

In contrast to the Black–Scholes formula, its inverse, the implied volatility is not explicitly avail- able, and numerical approximation is required. In this paper, we propose a bivariate ...