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Fourier transform

Quantinator

Joined
9/19/14
Messages
52
Points
18
Hi everyone. I am new here and find the quant side of finance really interesting.
I am doing a research paper on Options pricing using Fourier transform and I need some help. I think this paper may be a bit advanced for me but it is a paper I am determined to do and I am very much interested in it.

Are there any good resources on this topic? I have found a couple of research papers but I need something to really help me understand it more.
Any advice?
 

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