Hilbert transform, spectral filters and option pricing (2018)

First Author: Phelan C

Attributed to: Systemic Risk Centre funded by ESRC

Abstract

No abstract provided

Bibliographic Information

Digital Object Identifier: http://dx.doi.org/10.1007/s10479-018-2881-4

Publication URI: http://dx.doi.org/10.1007/s10479-018-2881-4

Type: Journal Article/Review

Parent Publication: Annals of Operations Research

Issue: 1-2