We present a new approach to bounding financial derivative prices in regime-switching market models from both above and below. We derive sufficient conditions under which a particular class of ...
The SPLINE method fits a cubic spline curve to the input values. A cubic spline is a segmented function consisting of third-degree (cubic) polynomial functions joined together so that the whole curve ...
Long considered solved, David Hilbert’s question about seventh-degree polynomials is leading researchers to a new web of mathematical connections. Success is rare in math. Just ask Benson Farb. “The ...
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