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Algorithms for computer algebra
TLDR
Preface. 1. Introduction to Computer Algebra. 2. Algebra of Polynomials, Rational Functions, and Power Series. 3. Normal Forms and Algebraic Representations. 4. Homomorphisms and Chinese Remainder Algorithms. 5. Integration of Rational Functions. Expand
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Numerical methods for controlled Hamilton-Jacobi-Bellman PDEs in finance
Many nonlinear option pricing problems can be formulated as optimal control problems, leading to Hamilton-Jacobi-Bellman (HJB) or Hamilton-Jacobi-Bellman-Isaacs (HJBI) equations. We show that suchExpand
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A penalty method for American options with jump diffusion processes
TLDR
The fair price for an American option where the underlying asset follows a jump diffusion process can be formulated as a partial integral differential linear complementarity problem. Expand
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A Semi-Lagrangian Approach for American Asian Options under Jump Diffusion
TLDR
A semi-Lagrangian method is presented to price continuously observed fixed strike Asian options. Expand
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Fraction-free row reduction of matrices of Ore polynomials
TLDR
In this paper we give formulas for performing row reduction of a matrix of skew polynomials in a fraction-free way. Expand
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A Uniform Approach for the Fast Computation of Matrix-Type Pade Approximants
Recently, a uniform approach was given by B. Beckermann and G. Labahn [Numer. Algorithms, 3 (1992), pp. 45-54] for different concepts of matrix-type Pade approximants, such as descriptions of vectorExpand
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Maple 9 Advanced Programming Guide
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Computer Algebra
In this introduction we first give a working definition of computer algebra. We then describe the organization of research activities in this field. Finally the overall structure and the intention ofExpand
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Asymptotically fast computation of Hermite normal forms of integer matrices
TLDR
This paper presents a new algorithm for computing the Hermite normal form H of an A Z n m of rank m to gether with a unimodular pre multiplier matrix U such that it produces both H and a candidate for U. Expand
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A new approach for recognizing handwritten mathematics using relational grammars and fuzzy sets
TLDR
We present a new approach for parsing two-dimensional input using relational grammars and fuzzy sets, and introduce new ideas such as relational classes and interchangeability. Expand
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