A great success of the 20th century was the development of fast transforms such
as the fast Fourier transform, the fast multipole method, and butterfly algorithms. In
this talk we carefully employ…

ORIE Colloquium: Marie Chazal (Université libre de Bruxelles) - Option Pricing in a One-Dimensional Affine Term Structure Model Via Spectral Representations
Tuesday, April 23, 2013 at…