In this paper, we deal with the pricing of power options when the dynamics of the risky underling asset follows the double stochastic volatility with double jump model. We prove efficiency of our considered model by fast Fourier transform method, Monte Carlo simulation and numerical results using power call options i.e. Monte Carlo simulation and numerical results show that the fast Fourier tra...

a numerical method for solving nonlinear fredholm-volterra integral equations of general type is presented. this method is based on replacement of unknown function by truncated series of well known chebyshev expansion of functions. the quadrature formulas which we use to calculate integral terms have been imated by fast fourier transform (fft). this is a grate advantage of this method which has...

In this paper, a concept of integer fast Fourier transform (IntFFT) for approximating the discrete Fourier transform is introduced. Unlike the fixed-point fast Fourier transform (FxpFFT), the new transform has the properties that it is an integer-to-integer mapping, is power adaptable and is reversible. The lifting scheme is used to approximate complex multiplications appearing in the FFT latti...

This paper describes a novel structure for a hardwired fast Fourier transform (FFT) signal processor that promises to permit digital spectrum analysis to achieve throughput rates consistent with extremely wide-band radars. The technique is based on the use of serial storage for data and intermediate results and multiple arithmetic units each of which carries out a sparse Fourier transform. Deta...

• Forward and Inverse 32-, 64-, 128-, 256-, 512-, 1,024-, and 2,048-Point Complex FFT • Decimation–In-Time (DIT) Radix-2 Implementation Optimized for Actel FPGAs • Selection of Unconditional or Conditional Block Floating-Point Scaling • Embedded RAM-Block-Based Twiddle Factor Generator • 8to 16-Bit Configurable Input/Output Data and Twiddle Coefficients Precision • Naturally Ordered Input and O...

Fast Quaternionic Fourier Transform 1 Acknowledgements I am grateful to all those who contributed to this project, to my professors, especially Gerald Sommer, and other professionals who have taken the time to answer questions and forced me to ask new ones. I particularly appreciate the professional wisdom and assistance of Thomas B ulow, the support in technical details by Udo Mahlmeister and ...