非常专业的一个外文三次样条曲线算法

PricingEuropeanandAmericanoptionsaccuratelyandefficientlyhasbeenamainconcerninmanystudies.Althoughtheclosed-formsolutionoftheEuropeanoptionhasalreadybeenderivedbyFischerBlack,MyronScholes,andRobertMertonandefficientnumericalapproximationalgorithmsareavailable,therearenumericalmethodstha