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Ricardo Pachón
Ricardo Pachón
UBS Asset Management
在 ubs.com 的电子邮件经过验证 - 首页
标题
引用次数
引用次数
年份
Barycentric-Remez algorithms for best polynomial approximation in the chebfun system
R Pachón, LN Trefethen
BIT Numerical Mathematics 49, 721-741, 2009
1052009
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
932011
Piecewise-smooth chebfuns
R Pachón, RB Platte, LN Trefethen
IMA journal of numerical analysis 30 (4), 898-916, 2010
652010
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
472012
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
172010
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
72018
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
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