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 ...

We deal with a method of enhanced convergence for the approximation of analytic functions. This method introduces conformal transformations in the approximation problems, in order to help extract the ...

For a rational matrix function Φ with poles outside the unit circle, we estimate the degree of the unique superoptimal approximation 𝒜Φ by matrix functions analytic in the unit disk. We obtain sharp ...

A new scheme for improving an approximation method of a probability density function is developed. The authors achieve the improvement of an approximation, whatever the starting approximate density.

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