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Algorithms for computer algebra
- K. Geddes, S. R. Czapor, G. Labahn
- Mathematics, Computer Science
- 1992
TLDR
Numerical methods for controlled Hamilton-Jacobi-Bellman PDEs in finance
- P. Forsyth, G. Labahn
- Mathematics
- 1 December 2007
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 such…
A penalty method for American options with jump diffusion processes
- Y. d'Halluin, P. Forsyth, G. Labahn
- MathematicsNumerische Mathematik
- 1 April 2004
TLDR
A Semi-Lagrangian Approach for American Asian Options under Jump Diffusion
- Y. d'Halluin, P. Forsyth, G. Labahn
- MathematicsSIAM J. Sci. Comput.
- 1 July 2005
TLDR
A Uniform Approach for the Fast Computation of Matrix-Type Pade Approximants
- B. Beckermann, G. Labahn
- Computer Science
- 1 July 1994
TLDR
Fraction-free row reduction of matrices of Ore polynomials
- B. Beckermann, Howard Cheng, G. Labahn
- Mathematics, Computer ScienceJ. Symb. Comput.
- 1 May 2006
A new approach for recognizing handwritten mathematics using relational grammars and fuzzy sets
- Scott MacLean, G. Labahn
- Computer ScienceInternational Journal on Document Analysis and…
- 1 June 2013
TLDR
Computer Algebra
- L. Y. Stefanus, K. Geddes, S. R. Czapor, G. Labahn
- Computer Science, MathematicsComputing Supplementa
- 1983
TLDR
Asymptotically fast computation of Hermite normal forms of integer matrices
- A. Storjohann, G. Labahn
- Computer ScienceISSAC '96
- 1 October 1996
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 UA H Our algorithm requires O m nM m…
Grammar-based techniques for creating ground-truthed sketch corpora
- Scott MacLean, G. Labahn, E. Lank, M. Marzouk, David Tausky
- Computer ScienceInternational Journal on Document Analysis and…
- 1 March 2011
TLDR
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