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 ...

Across modern data-intensive disciplines, the union of numerical computation, statistics, and machine learning has become ...

In their 2001 paper, Longstaff and Schwartz suggested a method for American option pricing using simulation and regression, and since then this method has rapidly gained importance. However, the idea ...