This is a preview. Log in through your library . Abstract A Remes-type algorithm based on linear programming is presented for computing linear best Chebyshev approximations to multivariate functions.

Approximation theory and asymptotic methods form a foundational framework that bridges classical ideas with modern numerical analysis, enabling researchers to obtain practical, near‐optimal solutions ...

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 ...