Two hundred years ago, Joseph Fourier introduced a major concept in mathematics, the so-called Fourier transform (FT). It was not until 1965, when Cooley and Tukey developed the ‘fast Fourier ...
This is a preview. Log in through your library . Abstract The discrete Fourier-cosine transform (cos-DFT), the discrete Fourier-sine transform (sin-DFT) and the discrete cosine transform (DCT) are ...
Comprehensive introduction to analysis of continuous and discrete-time signals and systems. Linear time-invariant systems, convolution; Fourier series representations of periodic signals; Continuous ...
Sankhyā: The Indian Journal of Statistics, Series A (2008-), Vol. 71, No. 2 (August 2009), pp. 221-259 (39 pages) Asymptotic distribution of the Discrete Fourier Transformation (DFT) of spatial data ...
This paper presents an efficient methodology for discrete Asian options that is consistent with different types of underlying densities – especially non-normal returns as suggested in the empirical ...