Discontinuity at the edge of Chebychev window
You've probably seen that at the bottom of the mathworks page on the Taylor window there are two references. But I guess it might be hard access these publications.

It's indeed difficult to find the formula online, but on the bottom of this page you can find a link to a (not yet released) Octave function implementing the Taylor window. I guess it's not too hard to distill the formula from the code. And here is a C implementation of the Matlab function taylorwin.m.