Abstract This paper investigates the sensitivity of hedonic models of house prices to the spatial interpolation of … measures of air quality. We consider three aspects of this question: the interpolation technique used, the inclusion of air …, inverse distance weighting, Kriging and splines to carry out spatial interpolation of point measures of ozone obtained at 27 …

This paper surveys a wide selection of the interpolation algorithms that are in use in financial markets for … issue of bootstrapping is reviewed and how the interpolation algorithm should be intimately connected to the bootstrap … (or indeed an inhouse developer) as a viable option for yield curve interpolation. As will be seen, many of these methods …

barrier options improving the efficiency of the trinomial methods. Our approach is based on a suitable interpolation of …

from R3 to Rn (n is an integer and greater than 3), which is called the multi-dimensional self-affine fractal interpolation …

interpolation model.This model uses a "mapping partial derivative" and a constrained inverse algorithm to identify the model … interpolation model in tensor form is more terse than in the usual matrix form. …

returns formulation is compared to an average return formulation. Methods for grid construction, interpolation of jump …