An efficient numerical method based on redefined cubic B-spline basis functions for pricing Asian options.
Pradip RoulV. M. K. Prasad GouraPublished in: J. Comput. Appl. Math. (2022)
Keyphrases
- basis functions
- cubic b spline
- b spline
- numerical methods
- linear combination
- control points
- differential equations
- deformation field
- state space
- partial differential equations
- affine transformation
- image enhancement
- matching pursuit
- pattern recognition
- numerical solution
- boundary element method
- orthonormal basis
- graph laplacian
- level set method
- least squares
- object recognition