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Risk control organization trading floor

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Membrane splines [1, 49], elastic body splines [30,82], and div-curl splines [102] are warping functions that minimize the following measures of irregularity Z Zф2 2 2 2ф Jmembфuфф фq1u1ф ффq1u2ф ффq2u1ф ффq2u2ф dx1 flгor ZфXXф ф11ф ф12ф 1 Note that spline-based warping functions can be deВned either (1) as the variational minimizer of an irregularity measure or (2) as solutions to related PDEs.

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