Option valuation using the fast Fourier transform

The Journal of Computational Finance ◽

10.21314/jcf.1999.043 ◽

1999 ◽

Vol 2 (4) ◽

pp. 61-73 ◽

Cited By ~ 1283

Author(s):

Peter Carr ◽

Dilip Madan

Keyword(s):

Fourier Transform ◽

Fast Fourier Transform ◽

Option Valuation

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Spread Option Valuation and the Fast Fourier Transform

Springer Finance - Mathematical Finance — Bachelier Congress 2000 ◽

10.1007/978-3-662-12429-1_10 ◽

2002 ◽

pp. 203-220 ◽

Author(s):

M. A. H. Dempster ◽

S. S. G. Hong

Keyword(s):

Fourier Transform ◽

Fast Fourier Transform ◽

Option Valuation ◽

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Option valuation, time-changed processes and the fast Fourier transform

Quantitative Finance ◽

10.1080/14697680701207456 ◽

2008 ◽

Vol 8 (2) ◽

pp. 103-108 ◽

Author(s):

Óscar Gutiérrez

Keyword(s):

Fourier Transform ◽

Fast Fourier Transform ◽

Option Valuation

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Wavelet analysis of EEG for theta activity monitoring as an alternative to fast fourier transform-based analysis

Electroencephalography and Clinical Neurophysiology ◽

10.1016/s0013-4694(97)88508-6 ◽

1997 ◽

Vol 103 (1) ◽

pp. 116

Author(s):

S Angioni

Keyword(s):

Fourier Transform ◽

Wavelet Analysis ◽

Fast Fourier Transform ◽

Activity Monitoring ◽

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Application of a modified fast Fourier transform to calculate human operator describing function

PsycEXTRA Dataset ◽

10.1037/e506132009-002 ◽

1970 ◽

Author(s):

Richard S. Shirley

Keyword(s):

Fourier Transform ◽

Fast Fourier Transform ◽

Human Operator ◽

Describing Function

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GDL power extraction using fast Fourier transform

10.2514/6.1974-181 ◽

1974 ◽

Author(s):

D. PHELPS ◽

J. BAUMGARDNER ◽

G. CANAVAN

Keyword(s):

Fourier Transform ◽

Fast Fourier Transform ◽

Power Extraction

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Detection and Damping Recognition of Normal Frequency Using Fast Fourier Transform in the Vibration Acceleration Analysis System

Korean Institute of Smart Media ◽

10.30693/smj.2019.8.2.16 ◽

2019 ◽

Vol 8 (2) ◽

pp. 16-20

Author(s):

Hwang Jun Kim

Keyword(s):

Fourier Transform ◽

Fast Fourier Transform ◽

Vibration Acceleration ◽

Normal Frequency ◽

Acceleration Analysis ◽

Analysis System

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Faculty Opinions recommendation of Multi-Level Ewald: A Hybrid Multigrid/Fast Fourier Transform Approach to the Electrostatic Particle-Mesh Problem.

Faculty Opinions – Post-Publication Peer Review of the Biomedical Literature ◽

10.3410/f.2828956.2495054 ◽

2010 ◽

Author(s):

Nathan Baker

Keyword(s):

Fourier Transform ◽

Fast Fourier Transform ◽

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Fast Fourier Transform and Option Pricing

SSRN Electronic Journal ◽

10.2139/ssrn.1098367 ◽

2008 ◽

Author(s):

Ales Cerny

Keyword(s):

Fourier Transform ◽

Option Pricing ◽

Fast Fourier Transform

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Efficient Options Pricing Using the Fast Fourier Transform

SSRN Electronic Journal ◽

10.2139/ssrn.1534544 ◽

2010 ◽

Author(s):

Kwai Sun Leung ◽

Hoi Ying Wong ◽

Yue Kuen Kwok

Keyword(s):

Fourier Transform ◽

Fast Fourier Transform ◽

Options Pricing

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Zastosowanie szybkiej transformaty Fouriera do analizy cykli cen akcji notowanych na Gieedzie Papierrw Wartoociowych w Warszawie i wchodzzcych w skkad Indekssw gieedowych: WIG20, mWIG40 I sWIG80 (Application of the Fast Fourier Transform to Analyze the Price Cycles of Shares Listed on the Stock Exchange in Warsaw and Incorporated in the Stock Market Indices: WIG20 mWIG40 and sWIG80)

SSRN Electronic Journal ◽

10.2139/ssrn.2540572 ◽

2013 ◽

Author(s):

Krzysztof Borowski

Keyword(s):

Fourier Transform ◽

Stock Market ◽

Fast Fourier Transform ◽

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