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Huang, C.-S., O’Hara, J.G. and Mataramvurac, S. (2022) Highly Efficient Shannon Wavelet-Based Pricing of Power Options Under the Double Exponential Jump Framework with Stochastic Jump Intensity and Volatility. Applied Mathematics and Computation, 414, Article ID: 126669.
https://doi.org/10.1016/j.amc.2021.126669

has been cited by the following article:

• TITLE: A Rational Approximation of the Fourier Transform by Integration with Exponential Decay Multiplier

  AUTHORS: Sanjar M. Abrarov, Rehan Siddiqui, Rajinder K. Jagpal, Brendan M. Quine

  KEYWORDS: Rational Approximation, Fourier Transform, Sampling, Sinc Function

  JOURNAL NAME: Applied Mathematics, Vol.12 No.11, November 18, 2021

  ABSTRACT: Recently we have reported a new method of rational approximation of the sinc function obtained by sampling and the Fourier transforms. However, this method requires a trigonometric multiplier that originates from the shifting property of the Fourier transform. In this work, we show how to represent the Fourier transform of a function f(t) in form of a ratio of two polynomials without any trigonometric multiplier. A MATLAB code showing algorithmic implementation of the proposed method for rational approximation of the Fourier transform is presented.