Fourier Transform for Pricing Asian Options with Higher-Order Convergence Rates.
Chun-Yuan ChiuTian-Shyr DaiYu-Cheng TienPublished in: CSC (2010)
Keyphrases
- fourier transform
- convergence rate
- higher order
- option pricing
- black scholes model
- frequency domain
- convergence speed
- learning rate
- signal processing
- high order
- natural images
- primal dual
- pairwise
- markov random field
- fourier domain
- numerical stability
- fourier analysis
- discrete fourier transform
- stock price
- radon transform
- power spectral density
- neural network
- fast fourier transform
- frequency spectrum
- log polar
- gaussian kernels
- least squares
- fourier coefficients
- machine learning
- spectral estimation
- image reconstruction
- correlation function
- phase difference
- polar coordinates
- fourier descriptors
- image data