Function approximation, a central theme in numerical analysis and applied mathematics, seeks to represent complex functions through simpler or more computationally tractable forms. In this context, ...

The DE-Sinc formulas, resulting from a combination of the Sine approximation formula with the double exponential (DE) transformation, provide a highly efficient method for function approximation. In ...

Monte Carlo simulation techniques that use function approximations have been successfully applied to approximately price multi-dimensional American options. However, for many pricing problems the time ...