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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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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
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Prices and sensitivities of Asian options : a survey
Boyle, Phelim P.; Potapchik, Alexander - In: Insurance / Mathematics & economics 42 (2008) 1, pp. 189-211
Persistent link: https://www.econbiz.de/10003682191
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Monte Carlo methods for pricing discrete Parisian options
Bernard, Carole; Boyle, Phelim P. - In: The European journal of finance 17 (2011) 3/4, pp. 169-196
Persistent link: https://www.econbiz.de/10009155447
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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
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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) 11/12, 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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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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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