Technique exploits the separation of noise and information when measuring the residual error with a cost functions after transform calculations convert a spectrum into a set of waves.

Recently, a research team led by Prof. GAO Minguang and Associate Prof. LI Xiangxian from Hefei Institutes of Physical Science (HFIPS), Chinese Academy of Sciences (CAS), has developed a spectral ...

In this paper, we present a new efficient and robust framework for European option pricing under continuous-time asset models from the family of exponential semimartingale processes. We introduce ...

Fourier analysis and numerical methods have long played a pivotal role in the solution of differential equations across science and engineering. By decomposing complex functions into sums of ...