In this paper, we present error corrected Euler methods for solving stiff initial value problems, which not only avoid unnecessary iteration process that may be ...

In this paper the numerical solution of Fredholm integral equations of the second kind using an iterative method in which the solution is represented by a Chebyshev series is discussed. A description ...

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 ...