Pricing methods for $\alpha$-quantile and perpetual early exercise options based on Spitzer identities

• Authors : Phelan, Carolyn E.; Marazzina, Daniele; Germano, Guido

Subjects: Quantitative Finance - Computational Finance; Quantitative Finance - Mathematical Finance; 60E10, 60G51, 91-08, 91-10, 91G20, 91G50, 91G60

• Source: Quantitative Finance 20.6 (2020): 899-918

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

• Authors : Germano, Guido; Phelan, Carolyn E; Marazzina, Daniele

Subjects: Mathematics - Numerical Analysis; 45B05, 65R20, 65T99 (Primary) 45E10, 44A15 (Secondary); G.1.9

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Market structure dynamics during COVID-19 outbreak

• Authors : Procacci, Pier Francesco; Phelan, Carolyn E.; Aste, Tomaso

Subjects: Quantitative Finance - Statistical Finance; Condensed Matter - Statistical Mechanics

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

• Authors : Phelan, Carolyn E.; Germano, G.

Subjects: 004

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Fluctuation identities with continuous monitoring and their application to price barrier options

• Authors : Phelan, Carolyn E.; Marazzina, Daniele; Fusai, Gianluca

Subjects: Quantitative Finance - Computational Finance

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Hilbert transform, spectral filters and option pricing

• Authors : Phelan, Carolyn E.; Marazzina, Daniele; Fusai, Gianluca

Subjects: Quantitative Finance - Computational Finance; G.1.0; G.1.10

• Source: Ann Oper Res (2019) 282(1-2) pp273-298

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

• Authors : Phelan, Carolyn E. ^{⁎, a}; Marazzina, Daniele ^b; Fusai, Gianluca ^{c, d}

• Source: In European Journal of Operational Research 16 November 2018 271(1):210-223

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Less Is More: Join the Low-Waste Movement.

• Authors : Phelan, Carolyn

• Source: Booklist. 9/15/2023, Vol. 120 Issue 2, p43-44. 2p.

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Santiago Saw Things Differently: Santiago Ramón y Cajal, Artist, Doctor, Father of Neuroscience.

• Authors : Phelan, Carolyn

• Source: Booklist. 9/1/2023, Vol. 120 Issue 1, p77-78. 2p.

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The Improbable Tales of Baskerville Hall.

• Authors : Phelan, Carolyn

• Source: Booklist. 9/1/2023, Vol. 120 Issue 1, p88-89. 2p. 1 Color Photograph.

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