Hilbert transform, spectral filters and option pricing
Phelan, Carolyn E., Marazzina, Daniele, Fusai, Gianluca, Germano, GuidoLanguage:
english
Journal:
Annals of Operations Research
DOI:
10.1007/s10479-018-2881-4
Date:
May, 2018
File:
PDF, 1.09 MB
english, 2018