Robustness of quadratic hedging strategies in finance via Fourier transforms.

Catherine Daveloose Asma Khedher Michèle Vanmaele

Published in: J. Comput. Appl. Math. (2016)

Keyphrases

fourier transform
frequency domain
signal processing
fourier domain
financial markets
signal and image processing
fourier analysis
shift variant
correlation function
frequency spectrum
spatial domain
pairwise
discrete fourier transform
polar coordinates
exchange rate
radon transform
computer vision