1. A Dynamic, Volume‐Weighted Average Price Approach Based on the Fast Fourier Transform Algorithm. (December 2013) Authors: Li, Handong; Ye, Xunyu Journal: Asia-Pacific journal of financial studies Issue: Volume 42:Number 6(2013:Dec.) Page Start: 969 Record Type: Journal Article View Content: Available online (eLD content is only available in our Reading Rooms) ↗