A decomposition approach via Fourier sine transform for valuing American knock-out options with rebates.
Nhat-Tan LeDuy-Minh DangTran-Vu KhanhPublished in: J. Comput. Appl. Math. (2017)
Keyphrases
- discrete fourier transform
- fourier transform
- fourier series
- multiscale decomposition
- frequency domain
- translation invariant
- fourier analysis
- united states
- radon transform
- decomposition method
- fast fourier transform
- multiscale
- image coding
- polar coordinates
- decomposition algorithm
- fourier spectrum
- fourier coefficients
- energy compaction
- image decomposition
- denoising
- wavelet packet
- decomposition methods
- data sets
- fourier descriptors
- straight line
- neural network