Abstract: Approximation schemes employing cubic splines in the context of a linear semigroup framework are developed for both parabolic and and hyperbolic second-order partial differential equation ...

This repository contains supporting code to facilitate reproducible analysis. For details see the preprint. If you find bugs please create a github issue. An ...

This repository contains a Python script that bootstraps a SOFR (Secured Overnight Financing Rate) swap curve, calculates zero rates from discount factors. swap-curve-bootstrapping.ipynb: Jupyter ...

Abstract: X-ray angiography, a powerful technique for the visualization of blood vessels, has been widely used in clinical practice. However, due to unavoidable motion of patient, the subtraction ...