Kämmerer, Lutz; Potts, Daniel; Taubert, Fabian The uniform sparse FFT with application to PDEs with random coefficients. (English) Zbl 1515.65293 Sampl. Theory Signal Process. Data Anal. 20, No. 2, Paper No. 19, 39 p. (2022). MSC: 65N30 65C05 65T50 65T40 65C20 65C30 65D15 35C09 35R60 42B05 42B37 60-08 PDFBibTeX XMLCite \textit{L. Kämmerer} et al., Sampl. Theory Signal Process. Data Anal. 20, No. 2, Paper No. 19, 39 p. (2022; Zbl 1515.65293) Full Text: DOI arXiv
Gardini, Matteo; Sabino, Piergiacomo; Sasso, Emanuela A bivariate normal inverse Gaussian process with stochastic delay: efficient simulations and applications to energy markets. (English) Zbl 1484.91451 Appl. Math. Finance 28, No. 2, 178-199 (2021). MSC: 91G15 91B74 60G51 PDFBibTeX XMLCite \textit{M. Gardini} et al., Appl. Math. Finance 28, No. 2, 178--199 (2021; Zbl 1484.91451) Full Text: DOI arXiv
Peres, Noah; Lee, Andrew Ray; Keich, Uri Exactly computing the tail of the Poisson-binomial distribution. (English) Zbl 1486.60003 ACM Trans. Math. Softw. 47, No. 4, Article No. 35, 19 p. (2021). MSC: 60-04 60E05 62E15 62G32 PDFBibTeX XMLCite \textit{N. Peres} et al., ACM Trans. Math. Softw. 47, No. 4, Article No. 35, 19 p. (2021; Zbl 1486.60003) Full Text: DOI arXiv
Gardini, Matteo; Sabino, Piergiacomo; Sasso, Emanuela Correlating Lévy processes with self-decomposability: applications to energy markets. (English) Zbl 1480.91288 Decis. Econ. Finance 44, No. 2, 1253-1280 (2021). MSC: 91G20 60G51 PDFBibTeX XMLCite \textit{M. Gardini} et al., Decis. Econ. Finance 44, No. 2, 1253--1280 (2021; Zbl 1480.91288) Full Text: DOI arXiv
Schnass, Karin; Teixeira, Flavio Compressed dictionary learning. (English) Zbl 1433.68378 J. Fourier Anal. Appl. 26, No. 2, Paper No. 33, 37 p. (2020). MSC: 68T05 15A23 60B20 65T50 65Y20 68Q25 94A12 PDFBibTeX XMLCite \textit{K. Schnass} and \textit{F. Teixeira}, J. Fourier Anal. Appl. 26, No. 2, Paper No. 33, 37 p. (2020; Zbl 1433.68378) Full Text: DOI arXiv
Phelan, Carolyn E.; Marazzina, Daniele; Fusai, Gianluca; Germano, Guido Hilbert transform, spectral filters and option pricing. (English) Zbl 1459.91221 Ann. Oper. Res. 282, No. 1-2, 273-298 (2019). MSC: 91G60 65C20 60G51 91G20 PDFBibTeX XMLCite \textit{C. E. Phelan} et al., Ann. Oper. Res. 282, No. 1--2, 273--298 (2019; Zbl 1459.91221) Full Text: DOI arXiv Link
Lars Kirkby, J.; Deng, Shi-Jie Swing option pricing by dynamic programming with b-spline density projection. (English) Zbl 1430.91113 Int. J. Theor. Appl. Finance 22, No. 8, Article ID 1950038, 53 p. (2019). MSC: 91G20 60G40 90C39 PDFBibTeX XMLCite \textit{J. Lars Kirkby} and \textit{S.-J. Deng}, Int. J. Theor. Appl. Finance 22, No. 8, Article ID 1950038, 53 p. (2019; Zbl 1430.91113) Full Text: DOI
Bao, Jiayong; Zhao, Yuexu Option pricing in Markov-modulated exponential Lévy models with stochastic interest rates. (English) Zbl 1417.91491 J. Comput. Appl. Math. 357, 146-160 (2019). MSC: 91G20 60G51 91G60 65T50 PDFBibTeX XMLCite \textit{J. Bao} and \textit{Y. Zhao}, J. Comput. Appl. Math. 357, 146--160 (2019; Zbl 1417.91491) Full Text: DOI
Chiu, Mei Choi; Xu, Zhuolu; Wong, Hoi Ying FFT network for interest rate derivatives with Lévy processes. (English) Zbl 1386.91137 Japan J. Ind. Appl. Math. 34, No. 3, 675-710 (2017). MSC: 91G20 91G30 60G51 91G60 PDFBibTeX XMLCite \textit{M. C. Chiu} et al., Japan J. Ind. Appl. Math. 34, No. 3, 675--710 (2017; Zbl 1386.91137) Full Text: DOI
Tanaka, Ken’ichiro A fast and accurate numerical method for symmetric Lévy processes based on the Fourier transform and sinc-Gauss sampling formula. (English) Zbl 1433.65013 IMA J. Numer. Anal. 36, No. 3, 1362-1388 (2016). MSC: 65C30 65T50 60G51 60-08 PDFBibTeX XMLCite \textit{K. Tanaka}, IMA J. Numer. Anal. 36, No. 3, 1362--1388 (2016; Zbl 1433.65013) Full Text: DOI arXiv
Kirkby, J. Lars An efficient transform method for Asian option pricing. (English) Zbl 1357.91053 SIAM J. Financ. Math. 7, 845-892 (2016). MSC: 91G60 65C20 65T50 65D07 62P05 60E10 91G20 PDFBibTeX XMLCite \textit{J. L. Kirkby}, SIAM J. Financ. Math. 7, 845--892 (2016; Zbl 1357.91053) Full Text: DOI
Senter, Evan; Dotu, Ivan; Clote, Peter RNA folding pathways and kinetics using 2D energy landscapes. (English) Zbl 1308.92079 J. Math. Biol. 70, No. 1-2, 173-196 (2015). Reviewer: Irina Ioana Mohorianu (Norwich) MSC: 92D20 60J22 68N19 74P05 81V55 PDFBibTeX XMLCite \textit{E. Senter} et al., J. Math. Biol. 70, No. 1--2, 173--196 (2015; Zbl 1308.92079) Full Text: DOI
Rolski, T.; Tomanek, A. A continuous-time model for claims reserving. (English) Zbl 1309.91077 Appl. Math. 41, No. 4, 277-300 (2014). MSC: 91B30 60K30 60G55 PDFBibTeX XMLCite \textit{T. Rolski} and \textit{A. Tomanek}, Appl. Math. 41, No. 4, 277--300 (2014; Zbl 1309.91077) Full Text: DOI
Azerad, Pascal; Bouharguane, Afaf; Crouzet, Jean-François Simultaneous denoising and enhancement of signals by a fractal conservation law. (English) Zbl 1246.60062 Commun. Nonlinear Sci. Numer. Simul. 17, No. 2, 867-881 (2012). Reviewer: Tomáš Cipra (Praha) MSC: 60G35 94A12 PDFBibTeX XMLCite \textit{P. Azerad} et al., Commun. Nonlinear Sci. Numer. Simul. 17, No. 2, 867--881 (2012; Zbl 1246.60062) Full Text: DOI arXiv
Zhang, Kai; Wang, Song Pricing options under jump diffusion processes with fitted finite volume method. (English) Zbl 1142.91576 Appl. Math. Comput. 201, No. 1-2, 398-413 (2008). MSC: 91B28 60J60 60J75 60H15 91B24 PDFBibTeX XMLCite \textit{K. Zhang} and \textit{S. Wang}, Appl. Math. Comput. 201, No. 1--2, 398--413 (2008; Zbl 1142.91576) Full Text: DOI
Schipp, Ferenc On orthonormal product systems. (English) Zbl 1062.42022 Acta Math. Acad. Paedagog. Nyházi. (N.S.) 20, old (2004). MSC: 42C10 42C40 60G48 65T50 PDFBibTeX XMLCite \textit{F. Schipp}, Acta Math. Acad. Paedagog. Nyházi. (N.S.) 20, old (2004; Zbl 1062.42022) Full Text: EuDML EMIS
Stein, Michael L. Local stationarity and simulation of self-affine intrinsic random functions. (English) Zbl 1006.60046 IEEE Trans. Inf. Theory 47, No. 4, 1385-1390 (2001). MSC: 60G60 PDFBibTeX XMLCite \textit{M. L. Stein}, IEEE Trans. Inf. Theory 47, No. 4, 1385--1390 (2001; Zbl 1006.60046) Full Text: DOI
Islam, S. M. Rezaul; Ammar, Hany H. Performability of the hypercube. (English) Zbl 0687.68001 IEEE Trans. Reliab. 38, No. 5, 518-526 (1989). MSC: 68N99 68Q99 60K30 60G20 PDFBibTeX XMLCite \textit{S. M. R. Islam} and \textit{H. H. Ammar}, IEEE Trans. Reliab. 38, No. 5, 518--526 (1989; Zbl 0687.68001) Full Text: DOI
Beth, Thomas Verfahren der schnellen Fourier-Transformation. Die allgemeine diskrete Fourier-Transformation - ihre algebraische Beschreibung, Komplexität und Implementierung. (English) Zbl 0536.65098 Leitfäden der Angewandten Mathematik und Mechanik LAMM, Band 61. Teubner Studienbücher: Informatik. Stuttgart: B. G. Teubner. 316 S. DM 34.00 (1984). Reviewer: Y.Kobayashi MSC: 65T40 68Q25 42A15 65F30 60G35 94A05 42A38 65-02 PDFBibTeX XML
Dagman, Eh. E.; Kukharev, G. A. Fast discrete orthogonal transformations. (Bystrye diskretnye ortogonal’nye preobrazovaniya). (Russian) Zbl 0574.65146 Novosibirsk: Izdatel’stvo “Nauka” Sibirskoe Otdelenie. 232 p. R. 1.50 (1983). Reviewer: V.Veselý MSC: 65T40 65F30 65-02 94-02 94A11 60G35 15A23 42A15 PDFBibTeX XML