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Tan, Ken Seng
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13
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13
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8
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5
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4
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3
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2
The Geneva risk and insurance review
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 interes...
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
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4
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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5
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
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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
The design of equity-indexed annuities
Boyle, Phelim
;
Tian, Weidong
- In:
Insurance / Mathematics & economics
43
(
2008
)
3
,
pp. 303-315
Persistent link: https://www.econbiz.de/10008149218
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9
Optimal design of equity-linked products with a probabilistic constraint
Boyle, Phelim
;
Tian, Weidong
- In:
Scandinavian actuarial journal : Actuarial Society of …
(
2009
)
4
,
pp. 253-280
Persistent link: https://www.econbiz.de/10008331460
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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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