Carolyn Elizabeth Phelan


Ph.D. University College London 2018 UnitedKingdom
Dissertation: Fourier transform methods for the pricing of barrier options and other exotic derivatives
Mathematics Subject Classification: 90—Operations research, mathematical programming

Advisor: Guido Germano
Advisor 2: Fabio Caccioli

No students known.

If you have additional information or corrections regarding this mathematician, please use the update form. To submit students of this mathematician, please use the new data form, noting this mathematician's MGP ID of 239896 for the advisor ID.