The SPLINE method fits a cubic spline curve to the input values. A cubic spline is a segmented function consisting of third-degree (cubic) polynomial functions joined together so that the whole curve ...
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 ...
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 ...
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