This is a preview. Log in through your library . Abstract Apart from the fact that they are both ingenious and remarkably efficient, there would appear to be little kinship between fast Fourier ...

The Fast Fourier Transform (FFT) is a widely used algorithm that computes the Discrete Fourier Transform (DFT) using much fewer operations than a direct implementation of the DFT. FFTs are of great ...

A group of MIT researchers believe they’ve found a way to speed up audio, video, and image compression by improving on the Fourier Transform. They say the new algorithm is up to ten times faster than ...

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