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~isPartOf:"Journal of Economic Dynamics and Control"
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Bernard, Carole
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Boyle, Phelim
1
Boyle, Phelim P.
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Broadie, Mark
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Glasserman, Paul
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Le Courtois, Olivier
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Journal of Economic Dynamics and Control
Insurance / Mathematics & economics
31
Insurance: Mathematics and Economics
19
The journal of risk and insurance : the journal of the American Risk and Insurance Association
15
The journal of derivatives : the official publication of the International Association of Financial Engineers
12
Applied mathematical finance
8
European journal of operational research : EJOR
8
Research report / Katholieke Universiteit Leuven, Faculty of Economics and Applied Economics, Department of Applied Economics
7
AFI
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Journal of Risk & Insurance
6
Journal of economic dynamics & control
6
Mathematical finance : an international journal of mathematics, statistics and financial theory
6
Finance : revue de l'Association Française de Finance
5
International journal of theoretical and applied finance
5
Journal of financial and quantitative analysis : JFQA
5
Journal of financial economics
5
Papers / arXiv.org
5
Applied Mathematical Finance
4
Journal of Financial Economics
4
Management science : journal of the Institute for Operations Research and the Management Sciences
4
Quantitative finance
4
The European journal of finance
4
The journal of finance : the journal of the American Finance Association
4
The review of financial studies
4
Annals of actuarial science : publ. by the Institute of Actuaries and the Faculty of Actuaries
3
Decisions in Economics and Finance
3
Decisions in economics and finance : DEF ; a journal of applied mathematics
3
Finance and stochastics
3
Journal of Financial and Quantitative Analysis
3
North American actuarial journal
3
Review of Business and Economics
3
The Geneva risk and insurance review
3
The journal of fixed income
3
Advances in futures and options research : a research annual
2
Astin bulletin : the journal of the International Actuarial Association
2
Discussion paper / The Pensions Institute, Cass Business School, City University
2
Environment & planning / A
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European Journal of Operational Research
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Finance and Stochastics
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Financial engineering
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Monte Carlo methods for security pricing
Boyle, Phelim
;
Broadie, Mark
;
Glasserman, Paul
- In:
Journal of Economic Dynamics and Control
21
(
1997
)
8-9
,
pp. 1267-1321
Persistent link: https://www.econbiz.de/10005205081
Saved in:
2
Applications of randomized low discrepancy sequences to the valuation of complex securities
Tan, Ken Seng
;
Boyle, Phelim P.
- In:
Journal of Economic Dynamics and Control
24
(
2000
)
11-12
,
pp. 1747-1782
Persistent link: https://www.econbiz.de/10005205226
Saved in:
3
Pricing derivatives with barriers in a stochastic interest rate environment
Bernard, Carole
;
Le Courtois, Olivier
;
Quittard-Pinon, …
- In:
Journal of Economic Dynamics and Control
32
(
2008
)
9
,
pp. 2903-2938
Persistent link: https://www.econbiz.de/10005229323
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