The aim of this paper is to show the benefit of applying a three-dimensional Fourier cosine series expansion method in order to price and hedge multiasset spread options. The approach consists of ...
A mathematical theorem stating that a periodic function f(x) which is reasonably continuous may be expressed as the sum of a series of sine or cosine terms (called the Fourier series), each of which ...
Microsoft Office Excel contains a data analysis add-in that allows to to perform a Fourier analysis of a series of numbers. So named for the French mathematician who developed the analytic technique ...
A mathematical theorem stating that a PERIODIC function f(x) which is reasonably continuous may be expressed as the sum of a series of sine or cosine terms (called the Fourier series), each of which ...
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