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Publications
2
Citations
62
H-Index
2
Active since
2018
Carolyn E. Phelan is an author at Systemic Risk Centre specializing in stochastic processes, financial economics, and option pricing.
Publications per year
2018–2018
2
2
Hilbert transform, spectral filters and option pricing
Carolyn E. Phelan, Daniele Marazzina, Gianluca Fusai et al. · Annals of Operations Research · 2018 · 29 citations · Full text
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