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Hilbert transform, spectral filters and option pricing

Crossref DOI link: https://doi.org/10.1007/s10479-018-2881-4

Published Online: 2018-05-14

Published Print: 2019-11

Update policy: https://doi.org/10.1007/springer_crossmark_policy

Authors

Phelan, Carolyn E. https://orcid.org/0000-0001-6500-6954
Marazzina, Daniele https://orcid.org/0000-0001-6107-9822
Fusai, Gianluca https://orcid.org/0000-0001-9215-2586
Germano, Guido https://orcid.org/0000-0003-4441-9842
Funding

Funding for this research was provided by:

Economic and Social Research Council (ES/K002309/1)
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Article History

First Online: 14 May 2018