# Questions tagged [numerical-algorithms]

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### solution on the time domain becomes “periodic” after the inverse fourier transform

I was trying to solve european option pricing problem using Conv method (introduced by Lord in 2008 https://pdfs.semanticscholar.org/0632/460bd50b2151f74ac40028df4cc60e73a884.pdf). The final step of ...
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### Understanding Fourier Transforms in abstract math terms

I am having a hard time implementing a method that computes Fourier transform coefficients for the complex form using the trapezoid rule. I have floated questions in the math and stackoverflow ...
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### Numerical higher order derivatives and time axis

I have a rather elementary question. Suppose we wish to study even-derivatives of an instrumental signal say second fourth and sixth derivatives and plot it as a function of time. With each successive ...
I have a question, about verifying the value which are near to each other in such row, Is there any algorithm which can determine that ? Suppose I have a vector $z_i =$ {\$z_1 , z_2, z_3, . . . ., ...