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 ...

In this paper we consider optimal stopping problems for a general class of reward functions under matrix-exponential jump-diffusion processes. Given an American call-type reward function in this class ...

The College Mathematics Journal emphasizes the first two years of the college curriculum. The journal contains a wealth of material for teachers and students. A wide range of topics will keep you ...