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Example 65.1: Using Splines and Knots This example illustrates some properties of splines. Splines are curves, which are usually required to be continuous and smooth. Splines are usually defined as ...
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 ...
We introduce B-spline interpolation theory to derivative pricing in order to provide an accurate closed-form representation of the option price under an inverse Fourier transform.We compare our method ...
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 ...
Combining with the door-type trajectory commonly used by the parallel robot, it adopts 3-, 5-, and 7-time B-spline curve motion law to conduct the trajectory planning in operation space. Taking the ...
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