SINH-acceleration for B-spline projection with Option Pricing Applications.

Svetlana Boyarchenko Sergei Levendorskii J. Lars Kirkby Zhenyu Cui

Published in: CoRR (2021)

Keyphrases

b spline
option pricing
black scholes
stock price
control points
basis functions
tensor product
decision analysis
curve fitting
least squares
affine transformation
black scholes model
real option
cubic spline
free form deformation
surface fitting
image processing
cubic b spline