Search Results - subject:"polynomial approximation"

Endowments, patience types, and uniqueness in two-good HARA utility economies

Loi, Andrea; Matta, Stefano - In: Economic theory bulletin 12 (2024) 2, pp. 157-165

Persistent link: https://www.econbiz.de/10015177156

Limit theory of local polynomial estimation in functional coefficient regression

Wang, Ying; Phillips, Peter C. B. - 2024

Persistent link: https://www.econbiz.de/10015076908

Risk aversion and uniqueness of equilibrium in economies with two goods and arbitrary endowments

Loi, Andrea; Matta, Stefano - In: The B.E. journal of theoretical economics 23 (2023) 2, pp. 679-696

Persistent link: https://www.econbiz.de/10014368315

Pricing of cyber insurance contracts in a network model

Fahrenwaldt, Matthias; Weber, Stefan; Weske, Kerstin - In: Astin bulletin : the journal of the International … 48 (2018) 3, pp. 1175-1218

Persistent link: https://www.econbiz.de/10011999896

Dual parameterization and parameterized approximability of subset graph problems

Bonnet, Édouard; Paschos, Vangelis Th. - In: RAIRO / Operations research 51 (2017) 1, pp. 261-266

Persistent link: https://www.econbiz.de/10011774787

Estimation and test for quantile nonlinear cointegrating regression

Li, Haiqi; Zheng, Chaowen; Guo, Yu - In: Economics letters 148 (2016), pp. 27-32

Persistent link: https://www.econbiz.de/10011619779

Solving infinite-dimensional optimization problems by polynomial approximation

DEVOLDER, Olivier; GLINEUR, François; NESTEROV, Yurii - Center for Operations Research and Econometrics (CORE), … - 2010

In this paper, we solve a class of convex infinite-dimensional optimization problems using a numerical approximation method that does not rely on discretization. Instead, we restrict the decision variable to a sequence of finite-dimensional linear subspaces of the original infinite-dimensional...

Persistent link: https://www.econbiz.de/10008642212

When polynomial approximation meets exact computation

Paschos, Vangelis Th. - In: 4OR : a quarterly journal of operations research 13 (2015) 3, pp. 227-245

Persistent link: https://www.econbiz.de/10011347901

Using chebyshev polynomials to approximate partial differential equations

Caporale, Guglielmo Maria; Cerrato, Mario - 2008

This paper suggests a simple method based on a Chebyshev approximation at Chebyshev nodes to approximate partial differential equations. It consists in determining the value function by using a set of nodes and basis functions. We provide two examples: pricing a European option and determining...

Persistent link: https://www.econbiz.de/10010264366

Chebyshev polynomial approximation to approximate partial differential equations

Caporale, Guglielmo Maria; Cerrato, Mario - Department of Economics, Adam Smith Business School - 2008

CHEBYSHEV POLYNOMIAL APPROXIMATION TO APPROXIMATE PARTIAL DIFFERENTIAL EQUATIONS Guglielmo Maria Caporale …: European Options, Chebyshev Polynomial Approximation, Chebyshev Nodes Corresponding author: Professor Guglielmo Maria … multiply this by the estimated coefficients. Averaging gives the price of the option. 3. Polynomial Approximation …

Persistent link: https://www.econbiz.de/10005687363