Results 1 to 10 of about 186,989 (178)
Pricing Basket Options by Polynomial Approximations [PDF]
Journal of Applied Mathematics, 2016 We propose a closed-form approximation for the price of basket options under a multivariate Black-Scholes model. The method is based on Taylor and Chebyshev expansions and involves mixed exponential-power moments of a Gaussian distribution. Our numerical results show that both approaches are comparable in accuracy to a standard Monte Carlo method, with
Pablo Olivares, Alexander Alvarez
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On Some Extensions of Szasz Operators Including Boas-Buck-Type Polynomials
Abstract and Applied Analysis, 2012 This paper is concerned with a new sequence of linear positive operators which generalize Szasz operators including Boas-Buck-type polynomials.
Sezgin Sucu +2 more
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Chebyshev approximation by γ-polynomials, II
Journal of Approximation Theory, 1974 AbstractBest approximation in the sense of Chebyshev is not always unique for γ-polynomials. In this paper we prove that in the normal case the number of best approximations is finite. A necessary and sufficient condition on alternants of local best approximations is established.
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An approximate solution of the Blasius problem using spectral method
Partial Differential Equations in Applied MathematicsThis paper aims at finding the numerical approximation of a classical Blasius flat plate problem using spectral collocation method. This technique is based on Chebyshev pseudospectral approach that involves the solution is approximated using Chebyshev ...
Zunera Shoukat +6 more
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A Kantorovich-Stancu Type Generalization of Szasz Operators including Brenke Type Polynomials
Journal of Function Spaces and Applications, 2013 We introduce a Kantorovich-Stancu type modification of a generalization of Szasz operators defined by means of the Brenke type polynomials and obtain approximation properties of these operators.
Rabia Aktaş +2 more
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Approximation by incomplete polynomials
Journal of Approximation Theory, 1980 AbstractFor any Θ with 0 < Θ < 1, it is known that the set of all incomplete polynomials of form Pn(x)=∑k=νnakxk, μ⩾φ·n is not dense in Co[a, 1]: = {fϵ C[a, 1]:f(a) = 0} if a < Θ2. In this paper, we prove that the set (1) of incomplete polynomials is dense in Co[a, 1]if a ⩾ Θ2 and even has the Jackson property on [a, 1]if a > Θ2.
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Best approximation by polynomials [PDF]
Bulletin of the Australian Mathematical Society, 2003 In this paper we show that if E is a separable Banach space, F is a reflexive Banach space, and n, k ∈ ℕ, then every continuous polynomial of degree n from E into F has at least one element of best approximation in the Banach subspace of all continuous k–homogeneous polynomials from E into F.
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On Gonska's problem concerning approximation by algebraic polynomials
Journal of Numerical Analysis and Approximation Theory, 1993 Not available.
Ioan Gavrea
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Approximation of Signals (Functions) by Trigonometric Polynomials in Lp-Norm
International Journal of Mathematics and Mathematical Sciences, 2014 Mittal and Rhoades (1999, 2000) and Mittal et al. (2011) have initiated a study of error estimates En(f) through trigonometric-Fourier approximation (tfa) for the situations in which the summability matrix T does not have monotone rows.
M. L. Mittal, Mradul Veer Singh
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Finding exact minimal polynomial by approximations
Proceedings of the 2009 conference on Symbolic numeric computation, 2009 We present a new algorithm for reconstructing an exact algebraic number from its approximate value using an improved parameterized integer relation construction method. Our result is consistent with the existence of error controlling on obtaining an exact rational number from its approximation.
Qin, Xiaolin +3 more
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