This is a preview. Log in through your library . Abstract The purpose of this paper is to describe and analyze the new family of methods for bivariate interpolation first reported in [12]. Although ...

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 ...

The existence of generalized perfect splines satisfying certain interpolation and/or moment conditions are established. In particular, the existence of ordinary perfect splines obeying boundary and ...

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 ...