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European Option Pricing With a Fast Fourier Transform Algorithm for Big Data Analysis.

Shuang XiaoShihua MaGuo LiSamar K. Mukhopadhyay
Published in: IEEE Trans. Ind. Informatics (2016)
Keyphrases
  • fast fourier transform
  • data analysis
  • np hard
  • dynamic programming
  • computational complexity
  • computer vision
  • multiscale