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 ...

Spline theory and piecewise regression theory are integrated to provide a framework in which structural change is viewed as occurring in a smooth fashion. Specifically, structural change occurs at ...

In computer graphics, a curve that is generated using a mathematical formula that assures continuity with other b-splines. See spline and NURB. THIS DEFINITION IS FOR PERSONAL USE ONLY. All other ...

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 ...

In this paper, we present a new efficient and robust framework for European option pricing under continuous-time asset models from the family of exponential semimartingale processes. We introduce ...

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 ...