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w-MPS Risk Aversion and the CA...
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Boyle, Phelim P.
9
Ma, Chenghu
9
Huang, Lin
2
Nakata, Hiroyuki
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1
Cao, Yi
1
Chen, Jian
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Ken Seng Tan
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Advances in futures and options research : a research annual
1
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1
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1
European journal of operational research : EJOR
1
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1
Mathematical finance : an international journal of mathematics, statistics and financial theory
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ECONIS (ZBW)
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w-MPS risk aversion and the CAPM
Boyle, Phelim P.
;
Ma, Chenghu
- In:
Theoretical economics letters
3
(
2013
)
6
,
pp. 306-316
Persistent link: https://www.econbiz.de/10010257467
Saved in:
2
Quadratic interest rate models as approximations to effective rate models
Boyle, Phelim P.
;
Tian, Wei Dong
- In:
The journal of fixed income
9
(
1999
)
3
,
pp. 69-80
Persistent link: https://www.econbiz.de/10001448124
Saved in:
3
Option replication in discrete time with transaction costs
Boyle, Phelim P.
- In:
The journal of finance : the journal of the American …
47
(
1992
)
1
,
pp. 271-293
Persistent link: https://www.econbiz.de/10001124506
Saved in:
4
Numerical evaluation of multivariate contingent claims
Boyle, Phelim P.
- In:
The review of financial studies
2
(
1989
)
2
,
pp. 241-250
Persistent link: https://www.econbiz.de/10001106371
Saved in:
5
An algorithm for computing values of options on the maximum or minimum of several assets
Boyle, Phelim P.
- In:
Journal of financial and quantitative analysis : JFQA
25
(
1990
)
2
,
pp. 215-227
Persistent link: https://www.econbiz.de/10001089783
Saved in:
6
Pricing and hedging capped options
Boyle, Phelim P.
- In:
The journal of futures markets
9
(
1989
)
1
,
pp. 41-54
Persistent link: https://www.econbiz.de/10001149571
Saved in:
7
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
Saved in:
8
Pricing of new securities in an incomplete market : the catch 22 of no-arbitrage pricing
Boyle, Phelim P.
;
Wang, Tan
- In:
Mathematical finance : an international journal of …
11
(
2001
)
3
,
pp. 267-284
Persistent link: https://www.econbiz.de/10001651136
Saved in:
9
Valuation of tandem options
Blazenko, George W.
- In:
Advances in futures and options research : a research annual
4
(
1990
),
pp. 39-49
Persistent link: https://www.econbiz.de/10001101745
Saved in:
10
Advanced asset pricing theory
Ma, Chenghu
-
2010
Persistent link: https://www.econbiz.de/10008939422
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