The Hilbert Transform and its Applications in Computational finance

Item marked as restricted to the 'Administrator' Group (id=1) by William Ingram (wingram2@illinois.edu) on 2011-01-21T22:53:45Z Item is restricted until 2013-01-21T22:53:34Z

Name thesis:degree_name

Ph.D.

Level thesis:degree_level

Dissertation

Discipline thesis:degree_discipline

Mathematics

Grantor

University of Illinois at Urbana-Champaign

Year dc:date

2011

Author dc:creator

• Lin, Xiong

Contributors dc:contributor

• Feng, Liming
• Song, Renming
• Bauer, Robert
• Sreenivas, Ramavarapu S.

• Hilbert transform
• Fourier transform
• Sinc series
• Barrier option
• Bermudan option
• Lookback option

Statement dc:rights

• Copyright 2010 Xiong Lin

Language dc:language

en

Handle dc:identifier

http://hdl.handle.net/2142/18601

OAI record oai:identifier

https://www.ideals.illinois.edu/oai-pmh?verb=GetRecord&metadataPrefix=etdms&identifier=oai%3Awww.ideals.illinois.edu%3A2142%2F18601