This example then specifies a smoothed spline interpolation method on the GRID statement. As shown by the following output, the resulting surface plot is smoother still. libname reflib ...

libname reflib 'SAS-data-library'; goptions reset=global gunit=pct border cback=white colors=(black blue green red) ftext=swiss ftitle=swissb htitle=6 htext=3; title 'Surface Plot after Partial ...

This paper is concerned with the problem of existence of monotone and/or convex splines, having degree $n$ and order of continuity $k$, which interpolate to a set of ...

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 ...