# Questions tagged [fourier-transform]

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### Beginner FFT (Fourier) transforms on closing prices for Apple

I don't know math very well, but I have been programming for many years. I would like to use FFT as a parameter to a ML model. The FFT is diving down sharply. I tried many stocks and its the same. ...
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### How much math is needed to understand Fourier Transform methods for option pricing?

I know of FDM and MC methods for option pricing, but have little to no experience with Fourier Methods. I am intending to dive into the literature on using Fourier methods for option pricing, ...
93 views

### What's some good literature for Fourier transform methods?

I am looking for literature on Fourier methods in Quantitative Finance. I've been googling and found the book "Fourier Transform Methods in Finance" (Wiley), but the book seems poorly reviewed. ...
61 views

### Python Numpy FFT array size limit?

I am trying to find the price of an Option based on the fft technique within the binomial model and it works fine until N>40000 where I start getting negative values and weird convergene and I am not ...
### Transform of payoff function $w_c=(\sqrt{y}-K)^+$ [closed]
I am working on a project where I price EU call options written on the VIX index. The payoff function of interest looks like $w_c=(\sqrt{y}-K)^+$ where K is the strike price and y is the value of \$...