2 citations · 8 across the 13 of their papers we have counts for
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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…
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…
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…
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…
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…
Approximation of exponential-type functions on a uniform grid by shifts of a basis function
Alexander Kushpel, Jeremy Levesley, Xingping Sun
In this paper, we study the problem of interpolating a continuous function at equally-spaced points in the interval , using shifts of a kernel on the -spaced…