Fast, accurate and arbitrage-free volatility surface fitting remains a core challenge for options desks. Fabrice Deschâtres presents convex volatility interpolation (CVI), a framework that casts the ...

Geostatistics originate from the work of French mathematician G. Matheron and South African mining engineer D.G. Krige, who worked on developing an optimal interpolation procedure based on ...

Engineers are always looking to make their designs more efficient. Don has a DSP technique that should ease your computational burden. Interpolation and approximation are thorny issues for software ...

James Chen, CMT is an expert trader, investment adviser, and global market strategist. Samantha (Sam) Silberstein, CFP®, CSLP®, EA, is an experienced financial consultant. She has a demonstrated ...

Lin-Log: impedance-versus-temperature (thermistor data). Using the built-in “linterp” function, MathCAD estimates and plots the data (Figure 1). As you can see, at X coordinates between the original ...