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Cubic spline wavelets with four vanishing moments on the interval and their applications to option pricing under Kou model
The paper is concerned with the construction of a cubic spline wavelet basis Dirichlet boundary conditions. The wavelets have four vanishing moments and they have the shortest possible support among all cubic
Applied mathematics
- 2019 •
- Jimp •
- Link
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Jimp - Článek v periodiku v databázi Web of Science
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Adaptive Frame Methods with Cubic Spline-Wavelet Bases
The effectiveness of adaptive wavelet and frame methods is strongly influenced by the choice of the wavelet basis on the interval. It is well-known that the conditioning of spline-wavelet bases raises with primal p...
BA - Obecná matematika
- 2008 •
- D
Rok uplatnění
D - Stať ve sborníku
Adaptive Solution of the Biharmonic Problem with Shortly Supported Cubic Spline-Wavelets
In our contribution, we design a cubic spline-wavelet basis on the interval. The basis functions have small support and wavelets have vanishing moments. We show method with a constructed basis and other cubic
BA - Obecná matematika
- 2012 •
- D •
- Link
Rok uplatnění
D - Stať ve sborníku
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Wavelets based on Hermite cubic splines
In 2000, W. Dahmen et al. designed biorthogonal multi-wavelets adapted to the interval [0,1] on the basis of Hermite cubic splines. In recent years, several more simple constructions of wavelet bases based on Hermi...
BA - Obecná matematika
- 2016 •
- D •
- Link
Rok uplatnění
D - Stať ve sborníku
Výsledek na webu
Wavelets of Hermite cubic splines on the interval
-wavelets adapted to the interval [0,1] on the basis of Hermite cubic splines. They started with Hermite cubic splines as the primal scaling bases on R years, several more simple constructions of wavel...
BA - Obecná matematika
- 2012 •
- D •
- Link
Rok uplatnění
D - Stať ve sborníku
Výsledek na webu
Cubic spline wavelets with complementary boundary conditions
We propose a new construction of a stable cubic spline-wavelet basis superiority of our construction in comparison to some other known spline wavelet bases that the primal wavelet basis is adapted...
BA - Obecná matematika
- 2012 •
- Jx •
- Link
Rok uplatnění
Jx - Nezařazeno - Článek v odborném periodiku (Jimp, Jsc a Jost)
Výsledek na webu
Cubic spline wavelets with short support for fourth-order problems
In the paper, we propose a construction of new cubic spline-wavelet bases spline wavelet bases satisfying boundary conditions of the same type.. The basis functions have small supports and wavelets
BA - Obecná matematika
- 2014 •
- Jx •
- Link
Rok uplatnění
Jx - Nezařazeno - Článek v odborném periodiku (Jimp, Jsc a Jost)
Výsledek na webu
Cubic spline wavelets with short support adapted to the interval
on B-spline of order m. In this contribution, we start with their another wavelet with two vanishing moments based on cubic B-splines and propose an adaptationWavelets with the short support and with vani...
BA - Obecná matematika
- 2013 •
- D •
- Link
Rok uplatnění
D - Stať ve sborníku
Výsledek na webu
Hermite Cubic Spline Multi-wavelets on the Cube
In 2000, W. Dahmen et al. proposed a construction of Hermite cubic spline multi-wavelets adapted to the interval [0, 1]. Later, several more simple constructions of wavelet bases based on Hermite cubic
BA - Obecná matematika
- 2015 •
- D •
- Link
Rok uplatnění
D - Stať ve sborníku
Výsledek na webu
Adaptive Scheme for Black-Scholes Equation using Hermite Cubic Spline Wavelets
scheme with Richardson extrapolation for time discretization and Hermite cubic spline wavelets with four vanishing moments for space discretization. The proposed scheme enables higher order approximation and exploits compr...
Applied mathematics
- 2018 •
- D •
- Link
Rok uplatnění
D - Stať ve sborníku
Výsledek na webu
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