Carolyn E. Phelan
Orcid: 0000-0001-6500-6954
According to our database1,
Carolyn E. Phelan
authored at least 4 papers
between 2018 and 2021.
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Bibliography
2021
Solution of Wiener-Hopf and Fredholm integral equations by fast Hilbert and Fourier transforms.
CoRR, 2021
2019
2018
Fourier transform methods for the pricing of barrier options and other exotic derivatives.
PhD thesis, 2018
Fluctuation identities with continuous monitoring and their application to the pricing of barrier options.
Eur. J. Oper. Res., 2018