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Theorie
Theory
95
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47
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Bernard, Carole
57
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40
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31
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7
Kazzi, Rodrigue
5
Le Courtois, Olivier
5
Tian, Weidong
5
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4
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4
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4
Cui, Zhenyu
3
De Gennaro Aquino, Luca
3
Jiang, Ruihong
3
Rheinberger, Christoph M.
3
Tan, Ken Seng
3
Treich, Nicolas
3
Bondarenko, Oleg
2
He, Xue Dong
2
Levante, Lucia
2
Ma, Chenghu
2
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2
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2
Mei, Yuchen
2
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2
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2
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2
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2
Yao, Jing
2
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2
Blazenko, George W.
1
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1
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Mathematical finance : an international journal of mathematics, statistics and financial theory
3
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2
Applied mathematical finance
2
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2
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2
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2
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2
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2
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1
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1
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1
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1
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Options : classic approaches to pricing and modelling
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Social, economic and political pressures affecting risk underwriting practices and benefit provisions
1
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ECONIS (ZBW)
95
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1
A natural hedge for equity indexed annuities
Bernard, Carole
;
Boyle, Phelim P.
- In:
Annals of actuarial science : publ. by the Institute of …
5
(
2011
)
2
,
pp. 211-230
Persistent link: https://www.econbiz.de/10009297550
Saved in:
2
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
Saved in:
3
Positive weights on the efficient frontier
Boyle, Phelim P.
- In:
North American actuarial journal
18
(
2014
)
4
,
pp. 462-477
Persistent link: https://www.econbiz.de/10011338980
Saved in:
4
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:
5
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:
6
Risk-based capital for financial institutions
Boyle, Phelim P.
- In:
Financial risk in insurance
,
(pp. 47-61)
.
1995
Persistent link: https://www.econbiz.de/10001288425
Saved in:
7
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
Saved in:
8
Implied volatility in option prices and the lead-lag relation between stock and option prices
Boyle, Phelim P.
;
Park, Hun Y.
-
1994
Persistent link: https://www.econbiz.de/10000952926
Saved in:
9
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:
10
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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