High Performance Computing for a Financial Application Using Fast Fourier Transform-Reference-Cited by-同舟云学术

High Performance Computing for a Financial Application Using Fast Fourier Transform

Published:2014-01 Issue:2 Volume:11 Page:185-202
ISSN:1684-3703
Container-title:Quality Technology & Quantitative Management
language:en
Short-container-title:Quality Technology & Quantitative Management

Author:

Barua Sajib,Thulasiram Ruppa K.,Thulasiraman Parimala

Publisher

Informa UK Limited

Subject

Management of Technology and Innovation,Information Systems and Management,Management Science and Operations Research,Industrial relations,Business and International Management

Link

http://www.tandfonline.com/doi/pdf/10.1080/16843703.2014.11673336

Reference10 articles.

1. Cerny, A. (2004).Mathematical Techniques in Finance — Tools for Incomplete Markets-Chapter 7.Princeton University Press, Princeton, New Jersey.

2. Cooley, J. W., Lewis, P. A. and Welch, P. D. (1977).The Fast Fourier Transform and Its Application to Time Series Analysis.Wiley, New York.

3. Dempster, M. A. H. and Hong, S. S. G. (2000). Spread option valuation and the fast fourier transform.Technical Report WP 26/2000.Judge Institute of Management Studies, Cambridge, England.

4. Duffie, D. (1996).Dynamic Asset Pricing Theory.Princeton University Press, Princeton, New Jersey.

5. Grama, A., Gupta, A., Karypis, G. and Kumar, V. (2003).Introduction to Parallel Computing.Addison Wesley, 2ndedition, New York.

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