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A comment on Option Pricing with Fourier Transform and Exponential Lévy Models [pdf]. Parent comment

Re:Option Pricing with Fourier Transform and Exponential Lév... by skolos on Friday October 26, 2018 @11:46PM (#18314248)
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.
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Re:Option Pricing with Fourier Transform and Exponential Lév... by yold__ on Saturday October 27, 2018 @01:39AM (#18314515)
I guess it's interesting to see an alternative to Black Scholes. Fourier transform (FFT) is a common topic in advanced algos.
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