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Calibrating the Black-Derman-Toy model : some theoretical results
Boyle, Phelim P.; Ken Seng Tan; Tian, Weidong - In: Applied mathematical finance 8 (2001) 1, pp. 27-48
Persistent link: https://www.econbiz.de/10001625667
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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
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An explicit finite difference approach to the pricing of barrier options
Boyle, Phelim P.; Tian, Yisong Sam - In: Applied mathematical finance 5 (1998) 1, pp. 17-44
Persistent link: https://www.econbiz.de/10008218807