activity
20122022
most citedDensity functions in high-dimensional basket options

2 citations · 8 across the 13 of their papers we have counts for

collaborators

13 papers

math.FA2022

Volume estimates and their applications in the problem of optimal recovery

Alexander Kushpel

We study volumes of sections of convex origin-symmetric bodies in induced by orthonormal systems on probability spaces. The approach is based on volume estimates…

q-fin.MF2015

Pricing of high-dimensional options

Alexander Kushpel

Pricing of high-dimensional options is one of the most important problems in Mathematical Finance. The objective of this manuscript is to present an original self-contained treatme…

math.CA2015

A remark on the trigonometric system

Alexander Kushpel

We present a new property of the trigonometric system arranged in a natural order. It is shown that the sequence of subspaces of trigonometric polynomials is optimal in the sense o…

math.FA2015

Polynomials with small norm on compact Riemannian homogeneous manifolds

A. Kushpel

We consider the problem of existence of polynomials with small norm. This range of problems has been extensively studied by many authors in the case of the unit circle (or a compac…

math.CA2015

Lebesgue constants on compact manifolds

A. Kushpel

Sharp asymptotic for norms of Fourier projections on two-point homogeneous manifolds (the real sphere, the real, complex and quaternionic projective spaces and the Cayley elliptic…

math.FA2015★ 1 cited

Entropy of Sobolev's classes on Compact Homogeneous Riemannian Manifolds

A. Kushpel, J. Levesley

We develop a general method to calculate entropy numbers of standard Sobolev's classes on an arbitrary compact homogeneous Riemannian manifold. Our method is essentially based on a…