In this article, we derive a series expansion of the multivariate normal probability integrals based on Fourier series. The basic idea is to transform the limits of each integral from hi to ∞ to be ...

Discover how Fourier Analysis breaks down complex time series data into simpler components to identify trends and patterns, despite its limitations in stock forecasting.

We were unable to process your request. Please try again later. If you continue to have this issue please contact [email protected]. What is the difference between the Zernike and Fourier ...

The aim of this paper is to show the benefit of applying a three-dimensional Fourier cosine series expansion method in order to price and hedge multiasset spread options. The approach consists of ...

The topics of orthogonality and Fourier series occupy a central position in analysis. Nevertheless, there is surprisingly little statistical literature, with the exception of that of time series and ...