Padé approximant related to the Wallis formula
AbstractBased on the Padé approximation method, in this paper we determine the coefficients aj$a_{j}$ and bj$b_{j}$ such that 
 π=((2n)!!(2n−1)!!)2{nk+a1nk−1+⋯+aknk+1+b1nk+⋯+bk+1+O(1n2k+3)},n→∞,$$ \pi= \biggl(\frac{(2n)!!}{(2n-1)!!} \biggr)^{2} \biggl\{ \frac {n^{k}+a_{1}n^{k-1}+\cdots+a_{k}}{n^{k+1}+b_{1}n^{k}+\cdots+b_{k+1}}+O \biggl(\frac{1}{n^{2k+3}} \biggr) \biggr\} ,\quad n\to\infty, $$ where k≥0$k\geq0$ is any given integer. Based on the obtained result, we establish a more accurate formula for approximating π, which refines some known results.
Padé approximant related to asymptotics for the gamma function
AbstractBased on the Padé approximation method, we determine the coefficients aj$a_{j}$ and bj$b_{j}$ (1≤j≤k$1\leq j\leq k$) such that 
 Γ(x+1)2πx(x/e)x=xk+a1xk−1+⋯+akxk+b1xk−1+⋯+bk+O(1x2k+1),x→∞,$$ \frac{\Gamma(x+1)}{\sqrt{2\pi x}(x/e)^{x}}=\frac{x^{k}+a_{1}x^{k-1} +\cdots+a_{k}}{x^{k}+b_{1}x^{k-1}+\cdots+b_{k}}+O \biggl(\frac {1}{x^{2k+1}} \biggr),\quad x\to \infty, $$ where k≥1$k\geq1$ is any given integer. Based on the obtained result, we establish new bounds for the gamma function.
When to Cross the Spread? Trading in Two-Sided Limit Order Books
In this paper the problem of optimal trading in illiquid markets is addressed when the deviations from a given stochastic target function describing, for instance, external aggregate client flow are penalized. Using techniques of singular stochastic control, we extend the results of [F. Naujokat and N. Westray, Math. Financ. Econ., 4 (2011), pp. 299--335] to a two-sided limit order market with temporary market impact and resilience, where the bid ask spread is now also controlled. In addition to using market orders, the trader can also submit orders to a dark pool. We first show existence and uniqueness of an optimal control. In a second step, a suitable version of the stochastic maximum principle is derived which yields a characterization of the optimal trading strategy in terms of a nonstandard coupled forward-backward stochastic differential equation (FBSDE). We show that the optimal control can be characterized via buy, sell, and no-trade regions. The new feature is that we now get a nondegenerate no-...