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 new numerical approach, called the “subdomain Chebyshev spectral method” is presented for calculation of the spatial derivatives in a curved coordinate system, which may be employed for numerical ...

We study approximate solutions of a nonlinear integral equation of Hammerstein type. We describe the principle of discrete Adomian decomposition method (DADM). DADM is considered in the case we ...

Abstract: This paper explores the reliability of the Chebyshev collocation Method (CCM) as a numerical approach used for solving a specific class of equations known as the second-order Fredholm ...

In this work, I present a two‐part algorithm which employs Chebyshev polynomials to compute the eigenvalues and eigenfunctions of an ordinary differential equation and to represent their dependence on ...

Exploring Chebyshev Spectral Method with Quantum Annealing via Carleman Linearization This repository contains the supplementary material for the manuscript entitled "Exploring Chebyshev Spectral ...

The code is based on Chebyshev method for evolving wave function, which is documented in this paper: An accurate and efficient scheme for propagating the time dependent Schrödinger equation | The ...

We extend a recently developed wave packet method for computing the state-to-state quantum dynamics of AB + CD → ABC + D reactions [M. T. Cvitaš and S. C. Althorpe ...