This method introduces conformal transformations in the approximation problems, in order to help extract the values of a given analytic function from its Taylor expansion around a point.

This paper develops a new scheme for improving an approximation method of a probability density function, which is inspired by the idea in the Hilbert space projection theorem. Moreover, we apply ...

Value function approximation or stopping time approximation: a comparison of two recent numerical methods for American option pricing using simulation and regression Lars Stentoft ...

Use Newton's method to find the second approximation x2 x 2 of 5√31 31 5 starting with the initial approximation x0 = 2. x 0 = 2 Suppose x0 x 0 is an initial estimate in Newton's method applied to the ...

This article describes three approximation methods I used to solve the growth model (Model 1) studied by the National Bureau of Economic Research's nonlinear rational-expectations-modeling group ...

Electronics (2024). [4] Use of the Adaptive Cross Approximation for the Efficient Computation of the Reduced Matrix with the Characteristic Basis Function Method. Mathematics (2024).

Approximation in such a low-rank format renders these functions easily integrable as it breaks the integration problem to the sum of products of one- or two-dimensional integrals, so standard ...