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JCAM
2011
91views more  JCAM 2011»
13 years 2 months ago
Numerical solution of linear Volterra integral equations of the second kind with sharp gradients
Collocation methods are a well developed approach for the numerical solution of smooth and weakly-singular Volterra integral equations. In this paper we extend these methods, thro...
Samuel A. Isaacson, Robert M. Kirby
JCAM
2011
69views more  JCAM 2011»
13 years 2 months ago
Comonotonic approximations for a generalized provisioning problem with application to optimal portfolio selection
In this paper we discuss multiperiod portfolio selection problems related to a speci…c provisioning problem. Our results are an extension of Dhaene et al. (2005), where optimal ...
Koen Van Weert, Jan Dhaene, Marc J. Goovaerts
JCAM
2011
78views more  JCAM 2011»
13 years 2 months ago
Symmetric box-splines on root lattices
Root lattices are efficient sampling lattices for reconstructing isotropic signals in arbitrary dimensions, due to their highly symmetric structure. One root lattice, the Cartesia...
Minho Kim, Jörg Peters