SIAM Journal on Numerical Analysis contains research articles on the development and analysis of numerical methods including their convergence, stability, and error ...
Polyanalytic function theory extends the classical theory of holomorphic functions by encompassing functions that satisfy higher‐order generalisations of the Cauchy–Riemann equations. This broader ...
We investigate a practical and fast analytic framework for portfolio modeling and tail risk allocation using Hermite polynomials. This framework was first discussed in "An analytical framework for ...