Spline methods constitute a cornerstone of modern geometric design, providing versatile and efficient tools to represent curves and surfaces in a piecewise-polynomial fashion. Originating from ...

The SPLINE method fits a cubic spline curve to the input values. A cubic spline is a segmented function consisting of third-degree (cubic) polynomial functions joined together so that the whole curve ...

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 ...