Results 51 to 60 of about 87 (65)

Comonotonic approximation to periodic investment problems under stochastic drift

European Journal of Operational Research, 2017
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Liang Xu, Chunyan Gao, Gang Kou, Qinjun Liu   +3 more
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Comonotone approximation of \(|X|\) by rational functions

1983
It is shown that the rational approximant r(x)\(\in {\mathcal R}^ n_ n[- 1,1]\) introduced by Newman satisfying \(| | x| -r(x)| \leq 3\bar e^{\sqrt{n}}\) is actually a comonotone approximation of \(| x|\) on [-1,1] in that r'(x)\(\leq 0\) for \(x\in [-1,0]\) and r'(x)\(\geq 0\) for \(x\in [0,1]\). Furthermore, it is shown that the result of Vyaceslavov
Iliev, G. L., Optiz, U.
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Shape Preserving Multi Approximation by Comonotone Functions

International Journal of Mathematics and Computer Science
We prove a multi direct comonotone theorem for the comonotone approximation of piecewise monotone functions via multi ...
Mayada Kareem, Rehab Kamel, Ahmed Hussain   +2 more
openaire   +1 more source

Comonotone approximation of twice differentiable periodic functions

Ukrainian Mathematical Journal, 2009
In the case where a 2π-periodic function f is twice continuously differentiable on the real axis ℝ and changes its monotonicity at different fixed points y i ∈ [− π, π), i = 1,…, 2s, s ∈ ℕ (i.e., on ℝ, there exists a set Y := {y i }
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Buy-and-Hold Strategies and Comonotonic Approximations.

2010
We investigate optimal buy-and-hold strategies for terminal wealth problems in a multi-period framework. As terminal wealth is a sum of dependent random variables, the distribution function of final wealth cannot be determined analytically for any realistic model.
Dhaene, Jan, Vanduffel, Steven
openaire   +1 more source

Comonotonic approximations to quantiles of life annuity conditional expected present value

Insurance: Mathematics and Economics, 2008
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
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Best algebraic monotone and comonotone approximations in LP,w([−1, 1]) space

AIP Conference Proceedings, 2023
Alaa Adnan Auad, Sultan Hameed Mehiady
openaire   +1 more source

Positive Results and Counterexamples in Comonotone Approximation

Constructive Approximation, 2012
D Leviatan, Danylo Radchenko, I A Shevchuk   +2 more
exaly  

Positive results and counterexamples in comonotone approximation II

Journal of Approximation Theory, 2014
D Leviatan
exaly  

C1 comonotone Hermite interpolation via parametric cubics

Journal of Computational and Applied Mathematics, 1996
Carla Manni
exaly