Testing several approaches for implied volatility modeling and forecasting. Design/methodology/approach – Comparative ...
This is a preview. Log in through your library . SIAM Journal on Numerical Analysis contains research articles on the development and analysis of numerical methods ...
In this paper, we present a new efficient and robust framework for European option pricing under continuous-time asset models from the family of exponential semimartingale processes. We introduce ...
SIAM Journal on Numerical Analysis contains research articles on the development and analysis of numerical methods including their convergence, stability, and error ...
This paper describes Unbend - a new method for measuring and correcting motions in cryo-EM images, with a particular emphasis on more challenging in situ samples such as lamella and whole cells. The ...
indicates that the data are beginning-of-period values. OBSERVED=BEGINNING is the default. requests that the output series be the derivatives of the cubic spline curve fit to the input data by the ...
Talkative tank-filling systems, servocontrolled veneer slicers, and spline algorithms are just some of the topics covered in this motion-control reference guide Speed and accuracy are both common ...