We can see the difference between SVI and spline more clearly here. As expected, SVI curves show nice “smiles.” On the other hand, the spline follows the datapoints more closely but can go only as far ...
This is a preview. Log in through your library . Abstract This study introduces a flexible nonlinear semiparametric spline model, new to solvency studies, as a tool for managerial discretion and ...
This is a preview. Log in through your library . Abstract Modelling response surfaces using tensor cubic smoothing splines is presented for three designed experiments. The aim is to show how the ...
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