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~person:"Boyle, Phelim P."
~subject:"Mathematical finance"
~subject:"Theory"
~type_genre:"Aufsatz in Zeitschrift"
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Boyle, Phelim P.
Carr, Peter
17
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15
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14
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13
Schwartz, Eduardo S.
13
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11
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10
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9
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9
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8
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8
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8
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8
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7
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7
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7
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6
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6
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6
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Journal of economic dynamics & control
2
Advances in futures and options research : a research annual
1
American journal of agricultural economics
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Applied mathematical finance
1
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1
Journal of financial and quantitative analysis : JFQA
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ECONIS (ZBW)
9
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1
Robust stochastic discount factors
Boyle, Phelim P.
;
Feng, Shui
;
Tian, Weidong
;
Wang, Tan
- In:
The review of financial studies
21
(
2008
)
3
,
pp. 1077-1122
Persistent link: https://www.econbiz.de/10003742222
Saved in:
2
Prices and sensitivities of Asian options : a survey
Boyle, Phelim P.
;
Potapchik, Alexander
- In:
Insurance / Mathematics & economics
42
(
2008
)
1
,
pp. 189-211
Persistent link: https://www.econbiz.de/10003682191
Saved in:
3
Applications of randomized low discrepancy sequences to the valuation of complex securities
Tan, Ken Seng
;
Boyle, Phelim P.
- In:
Journal of economic dynamics & control
24
(
2000
)
11/12
,
pp. 1747-1782
Persistent link: https://www.econbiz.de/10001508772
Saved in:
4
Pricing lookback and barrier options under the CEV process
Boyle, Phelim P.
;
Tian, Yisong Sam
- In:
Journal of financial and quantitative analysis : JFQA
34
(
1999
)
2
,
pp. 241-264
Persistent link: https://www.econbiz.de/10001436318
Saved in:
5
An explicit finite difference approach to the pricing of barrier options
Boyle, Phelim P.
- In:
Applied mathematical finance
5
(
1998
)
1
,
pp. 17-43
Persistent link: https://www.econbiz.de/10001238444
Saved in:
6
Valuation of options on several risky assets when there are transactions costs
Boyle, Phelim P.
- In:
Advances in futures and options research : a research annual
9
(
1997
),
pp. 111-127
Persistent link: https://www.econbiz.de/10001226768
Saved in:
7
Bounds on contingent claims based on several assets
Boyle, Phelim P.
- In:
Journal of financial economics
46
(
1997
)
3
,
pp. 383-400
Persistent link: https://www.econbiz.de/10001231518
Saved in:
8
Theory and measurement of exotic options in US agricultural support programs
Tirupattur, Viswanath
- In:
American journal of agricultural economics
79
(
1997
)
4
,
pp. 1127-1139
Persistent link: https://www.econbiz.de/10001238855
Saved in:
9
Monte Carlo methods for security pricing
Boyle, Phelim P.
- In:
Journal of economic dynamics & control
21
(
1997
)
8
,
pp. 1267-1321
Persistent link: https://www.econbiz.de/10001222048
Saved in:
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