Search Results - subject:"B spline"

Le Floc'h, Fabien; Oosterlee, Cornelis Willebrordus - In: Risks : open access journal 7 (2019) 1/30, pp. 1-21

-free interpolation of implied volatilities. We explore various spline formulations, including B-spline representations. We explain how to …

Persistent link: https://www.econbiz.de/10012015886

Goga, Camelia; Ruiz-Gazen, Anne - 2019

Persistent link: https://www.econbiz.de/10012181391

Ke, Yuan; Lian, Heng; Zhang, Wenyang - In: Journal of business & economic statistics : JBES ; a … 40 (2022) 1, pp. 96-110

Persistent link: https://www.econbiz.de/10012804090

Honda, Toshio - 2018

Persistent link: https://www.econbiz.de/10011962449

Lian, Heng; Qiao, Xinghao; Zhang, Wenyang - In: Journal of business & economic statistics : JBES ; a … 39 (2021) 2, pp. 386-401

Persistent link: https://www.econbiz.de/10012499087

Ding, Jianhua; Zhang, Zhiqiang - In: Fuzzy optimization and decision making : a journal of … 20 (2021) 4, pp. 451-469

Persistent link: https://www.econbiz.de/10012651790

Honda, Toshio; Ing, Ching-Kang; Wu, Wei-Ying - 2017

Persistent link: https://www.econbiz.de/10011962341

Huang, Shih-Feng; Guo, Meihui; Chen, May-Ru - In: Quantitative finance 20 (2020) 1, pp. 69-79

Persistent link: https://www.econbiz.de/10012194855

Ma, Shujie; Racine, Jeffrey; Ullah, Aman - In: Econometric reviews 39 (2020) 8, pp. 792-825

Persistent link: https://www.econbiz.de/10012295582

Tanaka, Masahiro - In: Computational economics 55 (2020) 2, pp. 629-651

Persistent link: https://www.econbiz.de/10012223655

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