Lightning Helmholtz Solver
Ginn, H
Trefethen, L
(02 Oct 2023)
doi:10.48550/arxiv.2310.01665
Resolution of Singularities by Rational Functions
Herremans, A
Huybrechs, D
Trefethen, L
SIAM Journal on Numerical Analysis
volume 61
issue 6
2580-2600
(31 Dec 2023)
doi:10.1137/23m1551821
Polynomial and rational convergence rates for Laplace problems on planar domains
Trefethen, L
(29 Nov 2023)
doi:10.48550/arxiv.2311.17718
The first five years of the AAA algorithm
Nakatsukasa, Y
Sete, O
Trefethen, L
(06 Dec 2023)
doi:10.48550/arxiv.2312.03565
A Limit Order Book Model for Latency Arbitrage
Cohen, S
Szpruch, L
(01 Jan 2011)
doi:10.2139/ssrn.1947328
A limit order book model for latency arbitrage
Cohen, S
Szpruch, L
(21 Oct 2011)
doi:10.48550/arxiv.1110.4811
On Markovian solutions to Markov Chain BSDEs
Cohen, S
Szpruch, L
(24 Nov 2011)
doi:10.48550/arxiv.1111.5739
Black-Box Model Risk in Finance
Cohen, S
Snow, D
Szpruch, L
(01 Jan 2021)
doi:10.2139/ssrn.3782412
Black-box model risk in finance
Cohen, S
Snow, D
Szpruch, L
(09 Feb 2021)
doi:10.48550/arxiv.2102.04757
Identifiability in inverse reinforcement learning
Cao, H
Cohen, S
Szpruch, L
(07 Jun 2021)
doi:10.48550/arxiv.2106.03498