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Date: 2016
Language: eng
Resource Type: journal article
Identifier: http://hdl.handle.net/1959.14/1070202
Description: The problem of pricing arithmetic Asian options is nontrivial, and has attracted much interest over the last two decades. This paper provides a method for calculating bounds on option prices and appro ... More
Reviewed: Reviewed
Authors: Quinn, Barry G
Date: 2012
Language: eng
Resource Type: book chapter
Identifier: http://hdl.handle.net/1959.14/184159
Description: Numerical methods have been used for fitting sinusoids to data since the middle of the 18th century. Since the discovery of the Fast Fourier Transform by Cooley and Tukey in 1965, the techniques for e ... More
Date: 2011
Language: eng
Resource Type: journal article
Identifier: http://hdl.handle.net/1959.14/1137742
Description: Integration of the form ∫a∞ f(x)w(x)dx, where w(x) is either sin(ωx) or cos(ωx), is widely encountered in many engineering and scientific applications, such as those involving Fourier or Laplace trans ... More
Reviewed: Reviewed
Authors: Day, Brian J
Date: 2011
Language: eng
Resource Type: journal article
Identifier: http://hdl.handle.net/1959.14/139584
Description: This article represents a preliminary attempt to link Kan extensions, and some of their further developments, to Fourier theory and quantum algebra through *-autonomous monoidal categories and related ... More
Reviewed: Reviewed
Authors: Fu, Genyuan Paul
Date: 2010
Language: eng
Resource Type: conference paper abstract
Identifier: http://hdl.handle.net/1959.14/134545
Description: Purpose/Originality: To provide a basic concept of using transform approach to calculate the compound probability density function numerically. Key literature / theoretical perspective: Using the mome ... More
Date: 2008
Language: eng
Resource Type: journal article
Identifier: http://hdl.handle.net/1959.14/1139372
Description: A discrete time model for asset price changes is considered. The volatility process underlying these changes is modeled as a first-order Gaussian autoregressive series. Inversion of the marginal chara ... More
Reviewed: Reviewed
Date: 2007
Language: eng
Resource Type: journal article
Identifier: http://hdl.handle.net/1959.14/21843
Description: Previous literature has suggested that multiple peaks in sea level anomalies (SLA) detected by two-dimensional Fourier Transform (2D-FT) analysis are spectral components of multiple propagating signal ... More
Reviewed: Reviewed
Date: 2004
Language: eng
Resource Type: journal article
Identifier: http://hdl.handle.net/1959.14/118615
Description: 19 page(s)
Reviewed: Reviewed
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