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Derivat
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Boyle, Phelim P.
10
Ma, Chenghu
2
Wang, Tan
2
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1
Blazenko, George W.
1
Cao, Yi
1
Evnine, Jeremy
1
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1
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1
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1
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1
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1
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1
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1
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1
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Journal of financial and quantitative analysis : JFQA
2
The journal of finance : the journal of the American Finance Association
2
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2
Advances in futures and options research : a research annual
1
European journal of operational research : EJOR
1
Journal of mathematical economics
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ECONIS (ZBW)
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1
The quality option and timing option in futures contracts
Boyle, Phelim P.
- In:
The journal of finance : the journal of the American …
44
(
1989
)
1
,
pp. 101-113
Persistent link: https://www.econbiz.de/10001063255
Saved in:
2
A lattice framework for option pricing with two state variables
Boyle, Phelim P.
- In:
Journal of financial and quantitative analysis : JFQA
23
(
1988
)
1
,
pp. 1-12
Persistent link: https://www.econbiz.de/10001047159
Saved in:
3
Wavelet-based option pricing : an empirical study
Liu, Xiaoquan
;
Cao, Yi
;
Ma, Chenghu
;
Shen, Liya
- In:
European journal of operational research : EJOR
272
(
2019
)
3
,
pp. 1132-1142
Persistent link: https://www.econbiz.de/10011942861
Saved in:
4
Margins on short sales and equilibrium price indeterminacy
Ma, Chenghu
;
Hu, Jianqiang
;
Xu, Yifan
- In:
Journal of mathematical economics
74
(
2018
),
pp. 79-92
Persistent link: https://www.econbiz.de/10012103973
Saved in:
5
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:
6
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:
7
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:
8
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:
9
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:
10
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
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