Browsing by Subject "Fourier transformations"

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A Novel Concurrent Error Detection Technique for the Fast Fourier Transform

Reviriego, P. ; Bleakley, Chris ; Maestro, J.A. (The Institution of Engineering and Technology, 2012-06)

A novel Concurrent Error Detection technique for the Fast Fourier Transform (FFT) is proposed in this paper. The technique is similar to the conventional Sum of Squares (SOS) approach but is of lower computational complexity. ...
Optical operations on wave functions as the Abelian subgroups of the special affine Fourier transformation

Abe, Sumiyoshi ; Sheridan, John T. (Optical Society of America, 1994-11-15)

The special affine Fourier transformation (SAFT) is a generalization of the fractional Fourier transformation (FRT) and represents the most general lossless inhomogeneous linear mapping, in phase space, as the integral ...
Path dependent option pricing under Lévy processes applied to Bermudan options

O'Sullivan, Conall (University College Dublin. School of Business. Centre for Financial Markets, 2004-12)

A model is developed that can price path dependent options when the underlying process is an exponential Lévy process with closed form conditional characteristic function. The model is an extension of a recent quadrature ...