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.

This paper introduces new techniques for the efficient computation of a Fourier transform on a finite group. We present a divide and conquer approach to the computation. The divide aspect uses ...

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We develop efficient fast Fourier transform algorithms for pricing and hedging discretely sampled variance products and volatility derivatives under additive processes (time-inhomogeneous Lévy ...

You probably have at least a nodding familiarity with the Fourier transform, a mathematical process for transforming a time-domain signal into a frequency domain ...