There are several formal kinds of interpolation, including linear interpolation, polynomial interpolation, and piecewise constant interpolation. Financial analysts use an interpolated yield curve ...

In my last column (“ Educated Guessing Games,” March 2002, p. 59), I took the most commonly used form of interpolation-linear interpolation-and compared it to Lagrange interpolation. I showed you how, ...

STEFAN GÜTTEL, GEORGES KLEIN, CONVERGENCE OF LINEAR BARYCENTRIC RATIONAL INTERPOLATION FOR ANALYTIC FUNCTIONS, SIAM Journal on Numerical Analysis, Vol. 50, No. 5 (2012), pp. 2560-2580 ...

In comparison to linear interpolation, use of splines in piecewise polynomial form reduced the CPU time to obtain results of equivalent accuracy by a factor of 250-330 for a stochastic 4-dimensional ...