Mathematics of Computation, Vol. 84, No. 294 (JULY 2015), pp. 1835-1860 (26 pages) The Padé approximation has a long and rich history of theory and application and is known to produce excellent local ...

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 ...

Matrix functions, such as the exponential, square root and cosine, play an indispensable role in various fields including quantum mechanics, control theory and numerical solution of differential ...

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 ...

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 ...