Author: "Phelan, Carolyn E." / Publisher: elsevier bv - Searchworks@Jio Institute Digital Library Search Results

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Your search keyword '"Phelan, Carolyn E."' showing total 3 results

Start Over Author "Phelan, Carolyn E." Publisher elsevier bv

3 results on '"Phelan, Carolyn E."'

1. Fluctuation identities with continuous monitoring and their application to the pricing of barrier options

Author: Phelan, Carolyn E., primary, Marazzina, Daniele, additional, Fusai, Gianluca, additional, and Germano, Guido, additional
Published: 2018
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2. Fluctuation Identities with Continuous Monitoring and Their Application to Price Barrier Options

Author: Phelan, Carolyn E., primary, Marazzina, Daniele, additional, Fusai, Gianluca, additional, and Germano, Guido, additional
Published: 2017
Full Text: View/download PDF

3. Hilbert Transform, Spectral Filtering and Option Pricing

Author: Phelan, Carolyn E., primary, Marazzina, Daniele, additional, Fusai, Gianluca, additional, and Germano, Guido, additional
Published: 2017
Full Text: View/download PDF

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