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Reserving for maturity guarantees: Two approaches

Boyle, Phelim P.; Hardy, Mary R. - In: Insurance: Mathematics and Economics 21 (1997) 2, pp. 113-127

Persistent link: https://www.econbiz.de/10005374734

Valuation of derivative securities involving several assets using discrete time methods

Boyle, Phelim P. - In: Insurance: Mathematics and Economics 9 (1990) 2-3, pp. 131-139

Persistent link: https://www.econbiz.de/10005374926

Optimal risk retention under partial insurance

Boyle, Phelim P.; Mao, Jennifer - In: Insurance: Mathematics and Economics 1 (1982) 1, pp. 19-26

Persistent link: https://www.econbiz.de/10005375130

Asset allocation with time variation in expected returns

Boyle, Phelim P.; Yang, Hailiang - In: Insurance: Mathematics and Economics 21 (1997) 3, pp. 201-218

Persistent link: https://www.econbiz.de/10005375330

Discretely adjusted option hedges

Boyle, Phelim P.; Emanuel, David - In: Journal of Financial Economics 8 (1980) 3, pp. 259-282

Persistent link: https://www.econbiz.de/10005376549

The impact of variance estimation in option valuation models

Boyle, Phelim P.; Ananthanarayanan, A. L. - In: Journal of Financial Economics 5 (1977) 3, pp. 375-387

Persistent link: https://www.econbiz.de/10005376992

Applications of randomized low discrepancy sequences to the valuation of complex securities

Tan, Ken Seng; Boyle, Phelim P. - In: Journal of Economic Dynamics and Control 24 (2000) 11-12, pp. 1747-1782

Persistent link: https://www.econbiz.de/10005205226

Bounds on contingent claims based on several assets

Boyle, Phelim P.; Lin, X. Sheldon - In: Journal of Financial Economics 46 (1997) 3, pp. 383-400

Persistent link: https://www.econbiz.de/10005210624

Futures and Options: Theory and Applications.

Stoll, Hans R.; Whaley, Robert E.; Boyle, Phelim P. - In: The journal of finance : the journal of the American … 48 (1993) 2, pp. 824-828

Persistent link: https://www.econbiz.de/10006603673

Theory and Measurement of Exotic Options in U.S. Agricultural Support Programs

Tirupattur, Viswanath; Hauser, Robert J.; Boyle, Phelim P. - In: American Journal of Agricultural Economics 79 (1997) 4, pp. 1127-1139

Theoretical models are derived for pricing derivative market instruments with payoff structures identical to those implied by the deficiency, Findley, and loan programs. Numerical approximation methods are used to obtain market premiums for the exotic contingent claims embedded in these types of...

Persistent link: https://www.econbiz.de/10009397901