Carolyn E. Phelan

Available identifiers

zbMath Open phelan.carolyn-eMaRDI QIDQ724077

List of research outcomes

Publication	Date of Publication	Type
Solution of Wiener-Hopf and Fredholm integral equations by fast Hilbert and Fourier transforms	2021-06-09	Paper
Pricing methods for α-quantile and perpetual early exercise options based on Spitzer identities	2020-12-07	Paper
Hilbert transform, spectral filters and option pricing	2020-01-20	Paper
Fluctuation identities with continuous monitoring and their application to the pricing of barrier options	2018-07-25	Paper

Research outcomes over time

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