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Options: a Monte Carlo approach
Boyle, Phelim P. - In: Options : classic approaches to pricing and modelling, (pp. 233-248). 1999
Persistent link: https://www.econbiz.de/10001772457
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Risk-based capital for financial institutions
Boyle, Phelim P. - In: Financial risk in insurance, (pp. 47-61). 1995
Persistent link: https://www.econbiz.de/10001288425
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Applications of randomized low discrepancy sequences to the valuation of complex securities
Ken Seng Tan; Boyle, Phelim P. - In: Journal of economic dynamics & control 24 (2000) 11/12, pp. 1747-1782
Persistent link: https://www.econbiz.de/10001508772
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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
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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
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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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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
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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
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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
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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