A new algorithm performs Fourier transforms using a minimal number of samples. The fast Fourier transform, one of the most important algorithms of the 20th century, revolutionized signal processing.

We develop efficient fast Fourier transform algorithms for pricing and hedging discretely sampled variance products and volatility derivatives under additive processes (time-inhomogeneous Lévy ...

A key algorithm that quietly empowers and simplifies our electronics is the Fourier transform, which turns the graph of a signal varying in time into a graph that describes it in terms of its ...