A Numerical Method for Pricing Discrete Double Barrier Option by Legendre Multiwavelet
, 2017 In this Article, a fast numerical numerical algorithm for pricing discrete double barrier option is presented. According to Black-Scholes model, the price of option in each monitoring date can be evaluated by a recursive formula upon the heat equation ...
Milev, Mariyan, Sobhani, Amirhossein
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Hermite subdivision schemes, exponential polynomial generation, and annihilators [PDF]
, 2013 We consider the question when the so--called spectral condition} for Hermite subdivision schemes extends to spaces generated by polynomials and exponential functions.
Conti, Costanza +2 more
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A fast algorithm for approximating the ground state energy on a quantum computer
, 2013 Estimating the ground state energy of a multiparticle system with relative error $\e$ using deterministic classical algorithms has cost that grows exponentially with the number of particles.
Papageorgiou, Anargyros +3 more
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Complete Algebraic Reconstruction of Piecewise-Smooth Functions from Fourier Data [PDF]
, 2014 In this paper we provide a reconstruction algorithm for piecewise-smooth functions with a-priori known smoothness and number of discontinuities, from their Fourier coefficients, posessing the maximal possible asymptotic rate of convergence -- including ...
Batenkov, Dmitry
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Shape preserving $C^2$ interpolatory subdivision schemes [PDF]
, 1998 Stationary interpolatory subdivision schemes which preserve shape properties such as convexity or monotonicity are constructed. The schemes are rational in the data and generate limit functions that are at least $C^2$.
Damme, R.M.J. van, Kuijt, F.
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Dynamics of a multiplex neural network with delayed couplings. [PDF]
Appl Math Mech, 2021 Mao X +5 more
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Best rank one approximation of real symmetric tensors can be chosen symmetric
, 2012 We show that a best rank one approximation to a real symmetric tensor, which in principle can be nonsymmetric, can be chosen symmetric. Furthermore, a symmetric best rank one approximation to a symmetric tensor is unique if the tensor does not lie on a
Friedland, Shmuel
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On the computation of recurrence coefficients for univariate orthogonal polynomials. [PDF]
J Sci Comput, 2021 Liu Z, Narayan A.
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Learning via variably scaled kernels. [PDF]
Adv Comput Math, 2021 Campi C, Marchetti F, Perracchione E.
europepmc +1 more source
Fast multi-dimensional scattered data approximation with Neumann boundary conditions
, 2003 An important problem in applications is the approximation of a function $f$ from a finite set of randomly scattered data $f(x_j)$. A common and powerful approach is to construct a trigonometric least squares approximation based on the set of exponentials
Grishin, Denis, Strohmer, Thomas
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