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No-Arbitrage Deep Calibration for Volatility Smile and Skewness

• Authors : Hoshisashi, Kentaro; Phelan, Carolyn E.; Barucca, Paolo

Subjects: Quantitative Finance - Computational Finance

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Time after Time

• Authors : Phelan, Carolyn

• Source: Booklist. November 1, 2023, Vol. 120 Issue 5-6, p77, 2 p.

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My Dog and I

• Authors : Phelan, Carolyn

• Source: Booklist. November 1, 2023, Vol. 120 Issue 5-6, p81, 2 p.

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Animal Mischief Makers! Series. Enslow. K-Gr. 3. (6 titles)

• Authors : Phelan, Carolyn

• Source: Booklist. November 1, 2023, Vol. 120 Issue 5-6, p63, 2 p.

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Ruptured

• Authors : Phelan, Carolyn

• Source: Booklist. October 15, 2023, Vol. 120 Issue 4, p55, 2 p.

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Stone Age Beasts

• Authors : Phelan, Carolyn

• Source: Booklist. October 15, 2023, Vol. 120 Issue 4, p41, 2 p.

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Secret Service

• Authors : Phelan, Carolyn

• Source: Booklist. October 1, 2023, Vol. 120 Issue 3, p56, 2 p.

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Sweetness All Around

• Authors : Phelan, Carolyn

• Source: Booklist. October 1, 2023, Vol. 120 Issue 3, p68, 2 p.

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Pricing methods for $\alpha$-quantile and perpetual early exercise options based on Spitzer identities

• Authors : Phelan, Carolyn E.; Marazzina, Daniele; Germano, Guido

Subjects: Quantitative Finance - Computational Finance; Quantitative Finance - Mathematical Finance; 60E10, 60G51, 91-08, 91-10, 91G20, 91G50, 91G60

• Source: Quantitative Finance 20.6 (2020): 899-918

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Solution of Wiener-Hopf and Fredholm integral equations by fast Hilbert and Fourier transforms

• Authors : Germano, Guido; Phelan, Carolyn E; Marazzina, Daniele

Subjects: Mathematics - Numerical Analysis; 45B05, 65R20, 65T99 (Primary) 45E10, 44A15 (Secondary); G.1.9

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