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AUK1939
  • Member for 12 years, 9 months
  • Last seen more than a month ago
6 votes
1 answer
2k views

Hermite Interpolation of $e^x$. Strange behaviour when increasing the number of derivatives at interpolating points.

4 votes
1 answer
531 views

How to compute $E\left[W_t \int_0^t s \, dW_s\right]$?

3 votes
1 answer
141 views

Spread Option Pricing

3 votes
2 answers
3k views

How to bound the truncation error for a Taylor polynomial approximation of $\tan(x)$

3 votes
1 answer
382 views

Infinite Series: Practical Termination Criteria

3 votes
2 answers
4k views

If $f$ is strictly increasing and convex then what about $f'$?

2 votes
2 answers
1k views

Proof that Quantile Function characterizes Probability Distribution

1 vote
2 answers
1k views

Integrability on R

1 vote
1 answer
118 views

How to compute the complexity

1 vote
1 answer
54 views

HARA utility as a power cone

1 vote
1 answer
4k views

Removing a max function in the constraints

1 vote
1 answer
304 views

linear programming problem - how much additional resources should I buy?

1 vote
1 answer
91 views

Max function in terms of integral of indicator function

0 votes
1 answer
384 views

Is it common in numerical analysis to make a change of variable when the condition number is high?

0 votes
2 answers
108 views

Trying to revert a series with problematic log term

0 votes
2 answers
356 views

Prove $\liminf\limits_{n\to\infty} F(x_n)\le F(x)$