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Solution of Wiener-Hopf and Fredholm integral equations by fast Hilbert and Fourier transforms
2025-01-01 Germano, Guido; Phelan, Carolyn E; Marazzina, Daniele; Fusai, Gianluca
Integrated structural approach to Credit Value Adjustment
2019-01-01 Ballotta, L.; Fusai, G.; Marazzina, D.
Hilbert transform, spectral filters and option pricing
2018-01-01 Phelan, C. E.; Marazzina, D.; Fusai, G.; Germano, Guido
Fluctuation Identities with Continuous Monitoring and Their Application to Price Barrier Options
2018-01-01 Phelan, Carolyn E.; Marazzina, Daniele; Fusai, Gianluca; Germano, Guido
| Titolo | Data di pubblicazione | Autore(i) | File |
|---|---|---|---|
| Solution of Wiener-Hopf and Fredholm integral equations by fast Hilbert and Fourier transforms | 1-gen-2025 | Germano, Guido; Phelan, Carolyn E; Marazzina, Daniele; Fusai, Gianluca | |
| Integrated structural approach to Credit Value Adjustment | 1-gen-2019 | Ballotta, L.; Fusai, G.; Marazzina, D. | |
| Hilbert transform, spectral filters and option pricing | 1-gen-2018 | Phelan, C. E.; Marazzina, D.; Fusai, G.; Germano, Guido | |
| Fluctuation Identities with Continuous Monitoring and Their Application to Price Barrier Options | 1-gen-2018 | Phelan, Carolyn E.; Marazzina, Daniele; Fusai, Gianluca; Germano, Guido |
Mostrati risultati da 1 a 4 di 4
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