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Existence of the inverse Fourier transform, Carr Madan

I have a function $C_T(k)$ that is not $L_1$, because its limit in negative infinity is a constant. So I dampened it by $ e^{\alpha k} $. Let's call the transformed function (of the dampened function) ...
Marine Galantin's user avatar
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2 answers
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Numerical calculation of Fourier transform with a nice error bound

I'd like to have an algorithm for a numerical calculation of Fourier transform with a nice error bound. To be precise, if $f$ is a function from $L_1(R)$, $F[f]$ is it's exact Fourier transform and $...
Ievgen's user avatar
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