SIAM Journal on Numerical Analysis, Vol. 8, No. 1 (Mar., 1971), pp. 67-74 (8 pages) It is shown that if x ∈ C4[a, b] is approximated by a natural cubic spline, then ...
The missing portions of variables subjected to SPLINE or MSPLINE transformations are handled the same way as for OPSCORE, MONOTONE, UNTIE, and LINEAR transformations (see the previous section). The ...
This paper is devoted to the application of B-splines to volatility modeling, specifically the calibration of the leverage function in stochastic local volatility (SLV) models and the parameterization ...
Some results have been hidden because they may be inaccessible to you
Show inaccessible results
Feedback