Statistical Predictions of Trading Strategies in Electronic Markets
Cartea, Á
Cohen, S
Graumans, R
Labyad, S
Sánchez-Betancourt, L
van Veldhuijzen, L
European Option Pricing with Stochastic Volatility Models Under Parameter Uncertainty
Cohen, S
Tegnér, M
Frontiers in Stochastic Analysis–BSDEs, SPDEs and their Applications
volume 289
123-167
(01 Sep 2019)
Correlated Bandits for Dynamic Pricing Via the Arc Algorithm
Treetanthiploet, T
Cohen, S
(01 Jan 2021)
The AAA algorithm for rational approximation
Nakatsukasa, Y
Sète, O
Trefethen, L
(01 Dec 2016)
Rational minimax approximation via adaptive barycentric representations
Filip, S
Nakatsukasa, Y
Trefethen, L
Beckermann, B
(29 May 2017)
Rational approximation of $x^n$
Nakatsukasa, Y
Trefethen, L
(03 Jan 2018)
An algorithm for real and complex rational minimax approximation
Nakatsukasa, Y
Trefethen, L
(16 Aug 2019)
Vandermonde with Arnoldi
Brubeck, P
Nakatsukasa, Y
Trefethen, L
(22 Nov 2019)
Exponential node clustering at singularities for rational approximation, quadrature, and PDEs
Trefethen, L
Nakatsukasa, Y
Weideman, J
(23 Jul 2020)
Reciprocal-log approximation and planar PDE solvers
Nakatsukasa, Y
Trefethen, L
(05 Oct 2020)