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~isPartOf:"The journal of derivatives : the official publication of the International Association of Financial Engineers"
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The journal of derivatives : the official publication of the International Association of Financial Engineers
Journal of economic dynamics & control
11
Working Paper
8
Journal of mathematical economics
7
Insurance: Mathematics and Economics
5
Journal of Economic Dynamics and Control
5
Journal of financial economics
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Applied mathematical finance
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Mathematical finance : an international journal of mathematics, statistics and financial theory
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Finance : revue de l'Association Française de Finance
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Journal of Financial and Quantitative Analysis
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Journal of Mathematical Economics
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Life after VaR
Boyle, Phelim P.
;
Hardy, Mary
;
Vorst, Ton
- In:
The journal of derivatives : the official publication …
13
(
2005
)
1
,
pp. 48-55
Persistent link: https://www.econbiz.de/10003159545
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Executive stock options and concavity of the option price
Boyle, Phelim P.
;
Scott, William R.
- In:
The journal of derivatives : the official publication …
13
(
2006
)
4
,
pp. 72-84
Persistent link: https://www.econbiz.de/10003346508
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3
Mr. Madoff's amazing returns : an analysis of the split-strike conversion strategy
Bernard, Carole
;
Boyle, Phelim P.
- In:
The journal of derivatives : the official publication …
17
(
2009/10
)
1
,
pp. 62-76
Persistent link: https://www.econbiz.de/10003892322
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4
Locally capped investment products and the retail investor
Bernard, Carole
;
Boyle, Phelim P.
;
Gornall, William
- In:
The journal of derivatives : the official publication …
18
(
2011
)
3
,
pp. 72-88
Persistent link: https://www.econbiz.de/10009229660
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5
Power options in executive compensation
Bernard, Carole
;
Boyle, Phelim P.
;
Chen, Jit Seng
- In:
The journal of derivatives : the official publication …
23
(
2016
)
3
,
pp. 9-20
Persistent link: https://www.econbiz.de/10011687178
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6
BUMPING UP AGAINST THE BARRIER WITH THE BINOMIAL METHOD
Boyle, Phelim P.
;
Lau, Sok Hoon
- In:
The journal of derivatives : the official publication …
1
(
1994
)
4
,
pp. 6-14
Persistent link: https://www.econbiz.de/10006002351
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