List of research outcomes
This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!
| Publication | Date of Publication | Type |
|---|---|---|
| Solution of Wiener-Hopf and Fredholm integral equations by fast Hilbert and Fourier transforms IMA Journal of Applied Mathematics | 2026-04-29 | Paper |
| Solution of Wiener-Hopf and Fredholm integral equations by fast Hilbert and Fourier transforms | 2021-06-09 | Paper |
| Solution of Wiener-Hopf and Fredholm integral equations by fast Hilbert and Fourier transforms (available as arXiv preprint) | 2021-01-01 | Paper |
| Pricing methods for -quantile and perpetual early exercise options based on Spitzer identities Quantitative Finance | 2020-12-07 | Paper |
| Hilbert transform, spectral filters and option pricing Annals of Operations Research | 2020-01-20 | Paper |
| Hilbert transform, spectral filters and option pricing Annals of Operations Research | 2020-01-20 | Paper |
| Fluctuation identities with continuous monitoring and their application to the pricing of barrier options European Journal of Operational Research | 2018-07-25 | Paper |
Research outcomes over time
This page was built for person: Carolyn E. Phelan
