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Paul Herold

  1. The Chebyshev method for the implied volatility
    2017/10/04 by Kathrin Glau, Paul Herold, Glau, Kathrin +5 · 1 citation
    Economics, Econometrics and Finance · Mathematics · #65D05 #90-08 #91G60 #Computational Finance (q-fin.CP) #FOS: Economics and business #Financial Risk and Volatility Modeling #Mathematical functions and polynomials #Stochastic processes and financial applications