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~person:"Boyle, Phelim P."
~type_genre:"Aufsatz in Zeitschrift"
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Search: subject_exact:"Optionspreismodell"
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Option pricing theory
11
Optionspreistheorie
11
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8
Theory
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4
Optionsgeschäft
4
Monte Carlo simulation
2
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Aufsatz in Zeitschrift
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Boyle, Phelim P.
Madan, Dilip B.
50
Carr, Peter
45
Fabozzi, Frank J.
35
Elliott, Robert J.
34
Kwok, Yue-Kuen
34
Cui, Zhenyu
31
Wang, Xingchun
31
Takahashi, Akihiko
30
Siu, Tak Kuen
29
Schoutens, Wim
27
Zhang, Jin E.
26
Benth, Fred Espen
24
Jarrow, Robert A.
23
Kim, Young Shin
21
Escobar, Marcos
20
Levendorskij, Sergej Z.
20
Račev, Svetlozar T.
20
Stentoft, Lars
20
Wong, Hoi Ying
20
Joshi, Mark S.
19
Zanette, Antonino
19
Schwartz, Eduardo S.
18
Wu, Liuren
18
Glasserman, Paul
17
He, Xin-Jiang
17
Chen, Ren-Raw
16
Chen, Son-nan
16
Lin, Shih-kuei
16
Ryu, Doojin
16
Zhu, Song-Ping
16
Chung, San-lin
15
Eberlein, Ernst
15
Xu, Wei
15
Chiarella, Carl
14
Christoffersen, Peter F.
14
Câmara, António
14
Fusai, Gianluca
14
Hobson, David G.
14
Härdle, Wolfgang
14
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14
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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
1
Applied mathematical finance
1
Insurance / Mathematics & economics
1
Journal of financial and quantitative analysis : JFQA
1
Journal of financial economics
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The review of financial studies
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ECONIS (ZBW)
11
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1
Monte Carlo methods for pricing discrete Parisian options
Bernard, Carole
;
Boyle, Phelim P.
- In:
The European journal of finance
17
(
2011
)
3/4
,
pp. 169-196
Persistent link: https://www.econbiz.de/10009155447
Saved in:
2
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:
3
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:
4
The lead-lag relation between spot and option markets and implied volatility in option prices
Boyle, Phelim P.
;
Byoun, Soku
;
Park, Hun Y.
- In:
Research in finance
19
(
2002
),
pp. 269-284
Persistent link: https://www.econbiz.de/10001717576
Saved in:
5
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:
6
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:
7
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:
8
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:
9
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:
10
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:
11
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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