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Items where Author is "Phelan, C. E."

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Phelan, C. E., Marazzina, D., Fusai, G. ORCID: 0000-0001-9215-2586 and Germano, G. (2018). Hilbert transform, spectral filters and option pricing. Annals of Operations Research, doi: 10.1007/s10479-018-2881-4

Phelan, C. E., Marazzina, D., Fusai, G. ORCID: 0000-0001-9215-2586 and Germano, G. (2018). Fluctuation identities with continuous monitoring and their application to the pricing of barrier options. European Journal of Operational Research, 271(1), pp. 210-223. doi: 10.1016/j.ejor.2018.04.016

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