REFERRING to Prof. H. C. Plummer's letter on “An Approximation to the Probability Integral,” published in NATURE of October 25, the following alternative way of ...
Spherical approximation techniques form a cornerstone of modern numerical integration on curved domains. These methods seek to approximate integrals over the unit sphere or related manifolds by ...
Using the path-integral formalism, Ryan Parker, Mark Stedman and Luca Capriotti develop an accurate and easy-to-compute semi-analytical approximation for a general class of default intensity models.
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