Hi,This paper might be of interest to quants who are interested in fast methods of pricing European options (mainly for the purpose of risk-neutral calibration). It is essentially based upon an efficient way of inverting the Fourier transform through a novel use of B-spline interpolation theory.Abstract: We present a new efficient and robust framework for European option pricing under continuous time asset models from the family of exponential semimartingale processes. We introduce B-spline interpolation theory to derivative pricing to provide an accurate closed-form representation of the option price under an inverse Fourier transform.We compare our method with some state-of-the-art option pricing methods, and demonstrate that it is extremely fast and accurate. This suggests a wide range of applications, including the use of more realistic asset models in high frequency trading. Examples considered in the paper include option pricing under asset models, including stochastic volatility and jumps, computation of the Greeks, and the inverse problem of cross-sectional calibration.Available from: http://ssrn.com/abstract=2269370Let me know if you have any questions.