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5
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2
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2
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Stock and option proportions in executive compensation
Boyle, Phelim P.
;
Jha, Ranjini
;
Kennedy, Shannon
;
Tian, …
- In:
The quarterly journal of finance
1
(
2011
)
1
,
pp. 169-203
Persistent link: https://www.econbiz.de/10009958668
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2
SYMPOSIUM ON TERM STRUCTURE MODELS AND INTEREST RATE VOLATILITY - QUADRATIC INTEREST RATE MODELS As APPROXIMATIONS TO EFFECTIVE RATE MODELS - Many of the classic stochastic interest rate models use the instantaneous spot rate as the fundamental state variable. For both practical and theoretical reasons, it is sometimes convenient to base the model on the effective interest rate over some period ...
Boyle, Phelim P.
;
Tian, Weidong
- In:
The journal of fixed income
9
(
1999
)
3
,
pp. 69-81
Persistent link: https://www.econbiz.de/10007182905
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3
Quasi-Monte Carlo Methods in Numerical Finance
Joy, Corwin
;
Tan, Ken Seng
;
Boyle, Phelim P.
- In:
Management science : journal of the Institute for …
42
(
1996
)
6
,
pp. 926
Persistent link: https://www.econbiz.de/10006102674
Saved in:
4
Pricing Bermudan options using low-discrepancy mesh methods
BOYLE, PHELIM P.
;
KOLKIEWICZ, ADAM W.
;
TAN, KEN SENG
- In:
Quantitative finance
13
(
2013
)
6
,
pp. 841-860
Persistent link: https://www.econbiz.de/10010134645
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
,
pp. 1747-1782
Persistent link: https://www.econbiz.de/10006778758
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6
Prices instead of yields to model the term structure
Boyle, Phelim P.
- In:
Finance : revue de l'Association Française de Finance
6
(
1985
)
2
,
pp. 217-229
Persistent link: https://www.econbiz.de/10009918699
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7
The Valuation of American Options for a Class of Diffusion Processes
Detemple, Jerôme
;
Tian, Weidong
- In:
Management science : journal of the Institute for …
48
(
2002
)
7
,
pp. 917-937
Persistent link: https://www.econbiz.de/10006087045
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8
PORTFOLIO MANAGEMENT WITH CONSTRAINTS
Boyle, Phelim
;
Tian, Weidong
- In:
Mathematical finance : an international journal of …
17
(
2007
)
3
,
pp. 319-344
Persistent link: https://www.econbiz.de/10008221750
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9
Robust Stochastic Discount Factors
Boyle, Phelim
;
Feng, Shui
;
Tian, Weidong
;
Wang, Tan
- In:
The review of financial studies
21
(
2008
)
3
,
pp. 1077-1122
Persistent link: https://www.econbiz.de/10008055483
Saved in:
10
Insurance Market Effects of Risk Management Metrics
Bernard, Carole
;
Tian, Weidong
- In:
The Geneva risk and insurance review
35
(
2010
)
1
,
pp. 47-81
Persistent link: https://www.econbiz.de/10008420792
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