This paper discusses a new pricing method of European options through the binomial tree model using discrete cosine transform. The transform has been used as fundamental tool for image compression, including creation JPEG files. A was also recently to derive price financial options. enables us option prices model. Using this approach, we on classical Black and Scholes, exponential jump–diffusio...

This paper presents a study of the Modified Discrete Cosine Transform (MDCT) and its implications for audio coding and error concealment from the perspective of Fourier frequency analysis. A relationship between the MDCT and DFT via Shifted Discrete Fourier Transform (SDFT) is established, which provides a possible fast implementation of MDCT employing an FFT routine. The concept of Time Domain...

Hilbert transform (HT) is an important tool in constructing analytic signals for various purposes, such as envelope and instantaneous frequency analysis, amplitude modulation, shift invariant wavelet analysis and Hilbert-Huang decomposition. In this work we introduce a method for computation of HT based on the discrete cosine transform (DCT). We show that the Hilbert transformed signal can be o...

|In this paper, we propose uni ed systolic arrays for computation of the 1-D and 2-D discrete cosine transform/discrete sine transform/discrete Hartley transform (DCT/DST/DHT). By decomposing the transforms into evenand odd-numbered frequency samples, the proposed architecture computes the 1-D DCT/DST/DHT. Compared to the conventional methods the proposed systolic arrays exhibit advantages in t...

Frequency-domain and subband implementations improve the computational efficiency and the convergence rate of adaptive schemes. The well-known multidelay adaptive filter (MDF) belongs to this class of block adaptive structures and is a DFT-based algorithm. In this paper, we develop adaptive structures that are based on the trigonometric transforms DCT and DST and on the discrete Hartley transfo...

In this research, we propose to use the discrete cosine transform to approximate the cumulative distributions of data cube cells’ values. The cosine transform is known to have a good energy compaction property and thus can approximate data distribution functions easily with small number of coefficients. The derived estimator is accurate and easy to update. We perform experiments to compare its ...

The modified discrete cosine transform (MDCT) is always employed in transform-coding schemes as the analysis/ synthesis filter bank. In this paper, an efficient algorithm for MDCT and inverse MDCT (IMDCT) computation for MPEG-1 audio layer III and MPEG-2 international audio-coding standards is proposed, using only the type-II DCT. Finally, the proposed algorithm is compared to the similar algor...