In their 2001 paper, Longstaff and Schwartz suggested a method for American option pricing using simulation and regression, and since then this method has rapidly gained importance. However, the idea ...

Approximation theory and asymptotic methods form a foundational framework that bridges classical ideas with modern numerical analysis, enabling researchers to obtain practical, near‐optimal solutions ...

The DE-Sinc formulas, resulting from a combination of the Sine approximation formula with the double exponential (DE) transformation, provide a highly efficient method for function approximation. In ...

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 ...

The circumference of a sphere is measured to be 24 cm, with a possible error of 0.25 cm. Use the differential \(dV\) to estimate the maximum error in the calculated ...

Covers asymptotic evaluation of integrals (stationary phase and steepest descent), perturbation methods (regular and singular methods, and inner and outer expansions), multiple scale methods, and ...