The Fast Fourier Transform (FFT) remains a cornerstone of digital signal processing, underpinning applications from telecommunications to medical imaging. Modern FFT processors and architectures have ...

In this paper, we clarify the relationships among popular methods for pricing European options based on the Fourier expansion of the payoff function (iFT method) and the simlified trapezoid rule.We ...

In this issue of The Journal of Computational Finance, we encounter different contemporary approximations and techniques for financial problems.We have a paper on drift approximation for the ...