Barycentric-Remez algorithms for best polynomial approximation in the chebfun system R Pachón, LN Trefethen BIT Numerical Mathematics 49, 721-741, 2009 | 105 | 2009 |
Chebfun Version 4.2 LN Trefethen, N Hale, RB Platte, TA Driscoll, R Pachón The Chebfun Development Team 30, 2011 | 97* | 2011 |
Robust rational interpolation and least-squares P Gonnet, R Pachón, L Trefethen ETNA, 2011 | 93 | 2011 |
Piecewise-smooth chebfuns R Pachón, RB Platte, LN Trefethen IMA journal of numerical analysis 30 (4), 898-916, 2010 | 65 | 2010 |
Fast and stable rational interpolation in roots of unity and Chebyshev points R Pachón, P Gonnet, J Van Deun SIAM Journal on Numerical Analysis 50 (3), 1713-1734, 2012 | 47 | 2012 |
Optimal right-and wrong-way risk from a practitioner standpoint I Ruiz, P Del Boca, R Pachón Financial Analysts Journal 71 (2), 47-60, 2015 | 19* | 2015 |
Algorithms for Polynomial and Rational Approximation R Pachón University of Oxford, 2010 | 17 | 2010 |
Speed-up credit exposure calculations for pricing and risk management K Glau, R Pachon, C Pötz Quantitative Finance 21 (3), 481-499, 2021 | 11* | 2021 |
Numerical pricing of European options with arbitrary payoffs R Pachón International Journal of Financial Engineering 5 (02), 1850015, 2018 | 7 | 2018 |
Advanced Counterparty Risk and CVA via Stochastic Volatility I Ruiz, R Pachón | | 2012 |
Human Decompression Modelling V Hazelwood, J Byatt Smith, J Fiedler, A Lacey, D Leppinen, ... | | 2009 |
Dynamic clusters (Dynamic Location of Phone Call Clusters) D Hewett, P Hicks, P Howell, J Fiedler, J Ockendon, R Pachon, H Smith, ... | | 2008 |
Managing Product Maturity T Gardener | | 2007 |
A Table-Model Methodology for the Transient Analysis in Circuit Simulation R Pachón | | 2006 |
Computation of orthogonal polynomials and rational approximants in the chebfun system R Pachón | | |