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 recent addition to the class of integral transforms is quaternion quadratic-phase Fourier transform (Q-QPFT), which generalizes various signal and image processing tools. However, this insufficient for addressing spectrum non-stationary signals in domain. To address problem, we, paper, study (two sided) windowed (QWQPFT) investigate uncertainty principles associated with QWQPFT. We first prop...

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...