This paper presents a new approach to pricing Americanstyle derivatives. By approximating the value function with a piecewise linear interpolation function, the option holder'...
Scott B. Laprise, Michael C. Fu, Steven I. Marcus,...
Atmospheric flow and pollutant dispersion over built-up areas are affected by phenomena occurring at different scales. Hence, scale interactions should also be considered in the m...
Interpolation based automatic abstraction is a powerful and robust technique for the automated analysis of hardware and software systems. Its use has however been limited to contr...
Densely-sampled image representations such as the light field or Lumigraph have been effective in enabling photorealistic image synthesis. Unfortunately, lighting interpolation w...
Yasuyuki Matsushita, Sing Bing Kang, Stephen Lin, ...
Functional laws may be known only at a finite number of points, and then the function can be completed by interpolation techniques obeying some smoothness conditions. We rather pr...