Recently, a research team led by Prof. GAO Minguang and Associate Prof. LI Xiangxian from Hefei Institutes of Physical Science (HFIPS), Chinese Academy of Sciences (CAS), has developed a spectral ...

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.

In this paper, we present a new efficient and robust framework for European option pricing under continuous-time asset models from the family of exponential semimartingale processes. We introduce ...

If there's a mathematical idea that applies itself to almost everything in everyday life but is almost unknown outside the scientific world, the Fourier transform has to be the most unsung contender.

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 ...