B-Spline curve fitting stands as a cornerstone in the realm of computational geometry, providing a flexible and robust approach to approximating intricate shapes and surfaces. This method relies on ...

The concept of symmetric recursive algorithm leads to new, s-dimensional spline spaces. We present a general scheme for constructing a collection of multivariate B-splines with k - 1 continuous ...

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 ...

SPLINE is a transformation. It takes a variable as input and produces a transformed variable as output. Internally, with SPLINE, a B-spline basis is used to find the transformation, which is a linear ...

This paper extends and refines the method of option pricing by frame projection of riskneutral densities to incorporate general basis splines (B-splines), including the cubic basis, and general payoff ...

We propose a flexible generalized auto-regressive conditional heteroscedasticity type of model for the prediction of volatility in financial time series. The approach relies on the idea of using ...

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 example then specifies a smoothed spline interpolation method on the GRID statement. As shown by the following output, the resulting surface plot is smoother still. libname reflib ...