Quadratic Spline Wavelets for Sparse Discretization of Jump–Diffusion Models
This paper is concerned with a construction of new quadratic spline wavelets on a bounded interval satisfying homogeneous Dirichlet boundary conditions. The inner wavelets are translations and dilations of four generators. Two of them are symmetrical and two anti-symmetrical. The wavelets have three...
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| Format: | Article |
| Language: | English |
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MDPI AG
2019-08-01
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| Series: | Symmetry |
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| Online Access: | https://www.mdpi.com/2073-8994/11/8/999 |