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Calibrating the Black-Derman-T...
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ECONIS (ZBW)
132
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1
Calibrating the Black-Derman-Toy model : some theoretical results
Boyle, Phelim P.
;
Tan, Ken Seng
;
Tian, Weidong
- In:
Applied mathematical finance
8
(
2001
)
1
,
pp. 27-48
Persistent link: https://www.econbiz.de/10001625667
Saved in:
2
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
Saved in:
3
Annuity and insurance choice under habit formation
Boyle, Phelim P.
;
Tan, Ken Seng
;
Wei, Pengyu
;
Zhuang, …
- In:
Insurance / Mathematics & economics
105
(
2022
),
pp. 211-237
Persistent link: https://www.econbiz.de/10013349013
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
Stock and option proportions in executive compensation
Boyle, Phelim P.
;
Jha, Ranjini
;
Kennedy, Shannon
;
Tian, …
- In:
The quarterly journal of finance
1
(
2011
)
1
,
pp. 169-203
Persistent link: https://www.econbiz.de/10009270177
Saved in:
6
Portfolio management with constraints
Boyle, Phelim P.
;
Tian, Weidong
- In:
Mathematical finance : an international journal of …
17
(
2007
)
3
,
pp. 319-343
Persistent link: https://www.econbiz.de/10003626539
Saved in:
7
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
Saved in:
8
Spanning with indexes
Tian, Weidong
- In:
Journal of mathematical economics
53
(
2014
),
pp. 111-118
Persistent link: https://www.econbiz.de/10011297134
Saved in:
9
The financial market : not as big as you think
Tian, Weidong
- In:
Mathematics and financial economics
13
(
2019
)
1
,
pp. 67-85
Persistent link: https://www.econbiz.de/10012055752
Saved in:
10
Callable contingent capital : valuation and default risk
Tian, Weidong
- In:
Management science : journal of the Institute for …
64
(
2018
)
1
,
pp. 112-130
Persistent link: https://www.econbiz.de/10011818797
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