Carolyn E. Phelan

Orcid: 0000-0001-6500-6954

According to our database¹, Carolyn E. Phelan authored at least 4 papers between 2018 and 2021.

Collaborative distances:

Dijkstra number² of six.
Erdős number³ of six.

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Bibliography

2021

Solution of Wiener-Hopf and Fredholm integral equations by fast Hilbert and Fourier transforms.

[BibT_eX]

[DOI]

CoRR, 2021

2019

Hilbert transform, spectral filters and option pricing.

[BibT_eX]

[DOI]

Ann. Oper. Res., 2019

2018

Fourier transform methods for the pricing of barrier options and other exotic derivatives.

[BibT_eX]

[DOI]

Carolyn E. Phelan

PhD thesis, 2018

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

[BibT_eX]

[DOI]

Eur. J. Oper. Res., 2018

Carolyn E. Phelan

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Bibliography

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