Article citationsMore>>

Bankole, P. and Ugbebor, O. (2019) Fast Fourier Transform Based Computation of American Options under Economic Recession Induced Volatility Uncertainty. Journal of Mathematical Finance, 9, 494-521.
https://doi.org/10.4236/jmf.2019.93026

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.