A fourth order numerical method based on B-spline functions for pricing Asian options.
Pradip RoulPublished in: Comput. Math. Appl. (2020)
Keyphrases
- b spline
- fourth order
- numerical methods
- partial differential equations
- basis functions
- control points
- anisotropic diffusion
- differential equations
- noise removal
- piecewise polynomial
- high order
- level set
- linear combination
- image denoising
- energy functional
- least squares
- image processing
- multiscale
- nonlinear diffusion
- image enhancement
- estimation error
- state space
- edge preserving
- denoising
- linear interpolation
- heat equation