This is a preview. Log in through your library . Abstract This paper concerns the numerical analysis of the pseudospectral boundary integral method for the solution of linear boundary value problems ...
In this paper, error estimates for generalized Laguerre-Gauss-type interpolations are derived in nonuniformly weighted Sobolev spaces weighted with $\omega _{\alpha ...
We propose a hybrid spatial finite-difference/pseudospectral discretization for European option-pricing problems under the Heston and Heston–Hull–White models. In ...
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