Function approximation, a central theme in numerical analysis and applied mathematics, seeks to represent complex functions through simpler or more computationally tractable forms. In this context ...

Matrix Functions and Their Approximations Publication Trend The graph below shows the total number of publications each year in Matrix Functions and Their Approximations.

Nikolay Bliznyuk, David Ruppert, Christine Shoemaker, Rommel Regis, Stefan Wild, Pradeep Mugunthan, Bayesian Calibration and Uncertainty Analysis for Computationally Expensive Models Using ...

When the logarithmic function is approximated by sequences of algebraic functions, similar questions can be posed as in the case of other similar problems. So, for example, it is interesting to ...

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

This is a hands-on graduate-level course teaching key techniques to analyse and estimate macroeconomics models. It teaches the key building blocks of numerical analysis such as function approximation ...

Monte Carlo simulation techniques that use function approximations have been successfully applied to approximately price multi-dimensional American options. However, for many pricing problems the time ...