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"Hilbert transform, spectral filters and option pricing."

Carolyn E. Phelan et al. (2019)

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DOI: 10.1007/S10479-018-2881-4

access: closed

type: Journal Article

metadata version: 2020-08-13

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  dblp key:
  - journals/anor/PhelanMFG19
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  - https://dblp.org/rec/journals/anor/PhelanMFG19
Carolyn E. Phelan, Daniele Marazzina, Gianluca Fusai, Guido Germano:
Hilbert transform, spectral filters and option pricing. Ann. Oper. Res. 282(1-2): 273-298 (2019)

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