Sparse Fourier Transform (SFT) algorithms constitute a transformative approach to spectral analysis by leveraging the inherent sparsity of signals in the frequency domain. In contrast to the ...
We develop efficient fast Fourier transform algorithms for pricing and hedging discretely sampled variance products and volatility derivatives under additive processes (time-inhomogeneous Lévy ...
Over at Quanta Magazine [Shalma Wegsman] asks What Is the Fourier Transform? [Shalma] begins by telling you a little about Joseph Fourier, the French mathematician with an interest in heat propagation ...
Some results have been hidden because they may be inaccessible to you
Show inaccessible results