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38
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30
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28
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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
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:
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
Prices instead of yields to model the term structure
Boyle, Phelim P.
- In:
Finance : revue de l'Association Française de Finance
6
(
1985
)
2
,
pp. 217-229
Persistent link: https://www.econbiz.de/10001022637
Saved in:
7
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:
8
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:
9
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:
10
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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