Journal of the Royal Statistical Society. Series D (The Statistician), Vol. 36, No. 2/3, Special Issue: Practical Bayesian Statistics (1987), pp. 289-296 (8 pages) This paper presents preliminary ...
SIAM Journal on Numerical Analysis, Vol. 14, No. 2 (Apr., 1977), pp. 254-282 (29 pages) A mathematical characterization of nonlinear interpolating spline curves is developed through a variational ...
This example illustrates some properties of splines. Splines are curves, which are usually required to be continuous and smooth. Splines are usually defined as piecewise polynomials of degree n with ...
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 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 ...
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