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Fast Fourier Transform for Option Pricing: Improved Mathematical Modeling and Design of Efficient Parallel Algorithm.
Sajib Barua
Ruppa K. Thulasiram
Parimala Thulasiraman
Published in:
ICCSA (3) (2004)
Keyphrases
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parallel algorithm
mathematical modeling
option pricing
fast fourier transform
multiscale
floating point
artificial intelligence
image processing
computational complexity
computational intelligence
frequency domain
mathematical models
systems biology