4 ms·
Especially since the result is not new (it was written in 2004). Even though the topic is within my interests I'm confused that this is on the front page of HN.
by skolos 8y ago
Especially since the result is not new (it was written in 2004). Even though the topic is within my interests I'm confused that this is on the front page of HN.
- yold__ 8y agoI guess it's interesting to see an alternative to Black Scholes. Fourier transform (FFT) is a common topic in advanced algos.