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ECONIS (ZBW)
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1
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
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
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:
4
Robust stochastic discount factors
Boyle, Phelim P.
;
Feng, Shui
;
Tian, Weidong
;
Wang, Tan
- In:
The review of financial studies
21
(
2008
)
3
,
pp. 1077-1122
Persistent link: https://www.econbiz.de/10003742222
Saved in:
5
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:
6
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:
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
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:
10
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
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