Efficiently pricing multi-asset options is a challenging problem in quantitative finance. When the characteristic function is available, Fourier-based methods are more competitive than alternative ...

Boundary integral equations (BIEs) have emerged as a powerful framework for modelling wave propagation, particularly in problems defined over unbounded or complex domains. By reformulating partial ...

General aspects of polynomial interpolation theory. Formulations in different basis, e.g. Lagrange, Newton etc. and their approximation and computational properties ...