In this paper we consider optimal stopping problems for a general class of reward functions under matrix-exponential jump-diffusion processes. Given an American call-type reward function in this class ...

As the hare learned from the tortoise, speed isn't everything. Theoretical computer scientists at Sandia National Laboratories and Boston University have discovered that quantum computers are ...

We introduce templates for exponential-asymptotic expansions that, in contrast to matched asymptotic approaches, enable the simultaneous satisfaction of both boundary values in classes of linear and ...

This Olympiad-style exponential problem looks simple at first — until you try solving it. Test your skills and see if you can crack it before I walk through the clever solution step-by-step.