GERMANO, GUIDO
GERMANO, GUIDO
Mostra
records
Risultati 1 - 3 di 3 (tempo di esecuzione: 0.006 secondi).
Fluctuation Identities with Continuous Monitoring and Their Application to Price Barrier Options
2018-01-01 Phelan, Carolyn E.; Marazzina, Daniele; Fusai, Gianluca; Germano, Guido
Hilbert transform, spectral filters and option pricing
2018-01-01 Phelan, C. E.; Marazzina, D.; Fusai, G.; Germano, Guido
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
| Titolo | Data di pubblicazione | Autore(i) | File |
|---|---|---|---|
| Fluctuation Identities with Continuous Monitoring and Their Application to Price Barrier Options | 1-gen-2018 | Phelan, Carolyn E.; Marazzina, Daniele; Fusai, Gianluca; Germano, Guido | |
| Hilbert transform, spectral filters and option pricing | 1-gen-2018 | Phelan, C. E.; Marazzina, D.; Fusai, G.; Germano, Guido | |
| 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 |