Items where Author is "Phelan, C. E."
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Article
Phelan, C. E., Marazzina, D., Fusai, G. 
ORCID: 0000-0001-9215-2586 & 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
Phelan, C. E., Marazzina, D., Fusai, G. ORCID: 0000-0001-9215-2586 & Germano, G. (2018).
Hilbert transform, spectral filters and option pricing.
Annals of Operations Research, 282(1-2),
pp. 273-298.
doi: 10.1007/s10479-018-2881-4