Symmetry | |
Quadratic Spline Wavelets for Sparse Discretization of Jump–Diffusion Models | |
Dana Černá1  | |
[1] Department of Mathematics and Didactics of Mathematics, Technical University in Liberec, Studentská 2, Liberec 46117, Czech Republic; | |
关键词: quadratic spline; wavelet; homogeneous boundary conditions; vanishing moments; sparse matrix; jump–diffusion model; Merton model; | |
DOI : 10.3390/sym11080999 | |
来源: DOAJ |
【 摘 要 】
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 vanishing moments and the basis is well-conditioned. Furthermore, wavelets at levels i and j where
【 授权许可】
Unknown