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 ...

SIAM Journal on Numerical Analysis, Vol. 54, No. 4 (2016), pp. 2256-2281 (26 pages) The focus of this paper is the approximation of analytic functions on compact intervals from their pointwise values ...

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 ...

We propose a projection method to approximate the spectrum of a dissipative system which is a bounded perturbation of a skew-adjoint operator. We show that the associated discrete spectra approximate ...

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 ...