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- Carolyn E. Phelan
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Affiliation:
University College London
address:
, London, WC1E 6BT,
United Kingdom
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Participant:
Econophysics Colloquium 2017
began:
2017-07-04
ended:
2017-07-07
Presented:
Econophysics Colloquium 2017
Improvement of numerical option pricing methods based on the Hilbert transform using spectral filtering
Publications:
Improvement of numerical option pricing methods based on the Hilbert transform using spectral filtering
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