A good approximation of the inventory level in a perishable inventory system
Huan Neng Chiu (1999)
RAIRO - Operations Research - Recherche Opérationnelle
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Huan Neng Chiu (1999)
RAIRO - Operations Research - Recherche Opérationnelle
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J. Prasad (1972)
Publications de l'Institut Mathématique [Elektronische Ressource]
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Albert Cohen (2009)
Bollettino dell'Unione Matematica Italiana
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We discuss the performances of greedy algorithms for two problems of numerical approximation. The first one is the best approximation of an arbitrary function by an N-terms linear combination of simple functions adaptively picked within a large dictionary. The second one is the approximation of an arbitrary function by a piecewise polynomial function on an optimally adapted triangulation of cardinality N. Performance is measured in terms of convergence rate with respect to the number...
Giuseppe Geymonat, Peter Oswald (1989)
Banach Center Publications
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Fernando Cobos (1988)
Colloquium Mathematicae
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Tulsi Dass Narang (1986)
Archivum Mathematicum
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Jiři Močkoř (1975)
Colloquium Mathematicae
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R. Taberski (1977)
Annales Polonici Mathematici
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Stefano Pagliarani, Andrea Pascucci (2012)
Open Mathematics
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We present a simplified approach to the analytical approximation of the transition density related to a general local volatility model. The methodology is sufficiently flexible to be extended to time-dependent coefficients, multi-dimensional stochastic volatility models, degenerate parabolic PDEs related to Asian options and also to include jumps.