1. For latest developments in option pricing using (continuous) Fourier transform see Carr and Wu;Al Andreas;Further reading. Further applications of FFT appear in Albanese et,1997
2. A new Fourier transform algorithm for value at risk;C Albanese;Quantitative Finance,2004
3. Fast Fourier transform for discrete Asian options;E Benhamou;Journal of Computational Finance,2002
4. Option valuation using the fast Fourier transform;P Carr;Journal of Computational Finance,1999