\(C^2\) tension splines construction based on a class of sixth-order ordinary differential equations
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Publication:2119266
DOI10.1007/s41980-020-00505-3zbMath1483.65027WikidataQ115370955 ScholiaQ115370955MaRDI QIDQ2119266
Yuanpeng Zhu, Zhenbiao Chen, Xu-li Han
Publication date: 29 March 2022
Published in: Bulletin of the Iranian Mathematical Society (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s41980-020-00505-3
convergence analysis; approximation order; tension parameter; term structure of interest rate; \(C^2\) interpolation spline
65D07: Numerical computation using splines
91G30: Interest rates, asset pricing, etc. (stochastic models)
65D17: Computer-aided design (modeling of curves and surfaces)
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Fast algorithms for interpolation and smoothing for a general class of fourth order exponential splines, \(C^4\) interpolation and smoothing exponential splines based on a sixth order differential operator with two parameters
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