SIAM Journal on Numerical Analysis, Vol. 24, No. 1 (Feb., 1987), pp. 228-239 (12 pages) We derive here a recursive computation scheme for the rational interpolation method introduced in [7]. Explicit ...
The problem of stable computation by forward and backward recursion on three-term, linear, nonhomogeneous recursion relations is outlined. The backward recursive theory is applied to integrals ...
In this paper we consider an analytical valuation of Basket Default Swaps. Our solution is based on a continuous-time model in a conditional independence framework. We use the order statistics of the ...
The DNA sequences containing multifarious novel symmetrical structure frequently play crucial role in how genomes work. Here we present a new scheme for understanding the structural features and ...
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