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Contingent capital as an asset class
Tian, Weidong - In: The journal of investing 23 (2014) 1, pp. 98-106
Persistent link: https://www.econbiz.de/10011312851
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Economic pricing of mortality-linked securities : a tâtonnement approach
Zhou, Rui; Li, Johnny Siu-Hang; Tan, Ken Seng - In: The journal of risk and insurance : the journal of the … 82 (2015) 1, pp. 65-95
Persistent link: https://www.econbiz.de/10011392967
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Remote sensing applications for insurance : a predictive model for pasture yield in the presence of systemic weather
Porth, C. Brock; Porth, Lysa; Zhu, Wenjun; Boyd, Milton; … - In: North American actuarial journal : NAAJ ; leading the … 24 (2020) 2, pp. 333-354
Persistent link: https://www.econbiz.de/10012258462
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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
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Mr. Madoff's amazing returns : an analysis of the split-strike conversion strategy
Bernard, Carole; Boyle, Phelim P. - In: The journal of derivatives : the official publication … 17 (2009/10) 1, pp. 62-76
Persistent link: https://www.econbiz.de/10003892322
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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
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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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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