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 ...
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 ...
This is a preview. Log in through your library . Abstract This paper concerns the application of Ortiz' recursive formulation of the Tau method to the construction of piecewise polynomial ...
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