https://www.bloomberg.com/professional/blog/fourier-spaces-from-fast-fourier-transformations-to-non-uniform-ffts/
In a talk at the Bloomberg Quant (BBQ) seminar, Leif Andersen, Global Head of the Quantitative Strategies Group at Bank of America Merrill Lynch explained how Non-Uniform Fast Fourier Transforms (NUFFTs) can be used in conjunction with modern quadrature metho…
Fourier spaces: From fast fourier transformations to non-uniform FFTs
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