Kövari and Pommerenke [19], and Elliott [8], have shown that the truncated Faber series gives a polynomial approximation which (for practical values of the degree of the polynomial) is very close to ...

Numerical analysis is the branch of mathematics devoted to the study of algorithms for the approximate solution of problems that often have no closed‐form answer. At its core, numerical analysis seeks ...

We discuss the application of orthogonal polynomials to the estimation of probability density functions, particularly with regard to accessing features of a portfolio's profit/loss distribution. Such ...