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17
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ECONIS (ZBW)
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81
Monte Carlo methods for security pricing
Boyle, Phelim
;
Broadie, Mark
;
Glasserman, Paul
- In:
Journal of Economic Dynamics and Control
21
(
1997
)
8-9
,
pp. 1267-1321
Persistent link: https://www.econbiz.de/10005205081
Saved in:
82
Social Security Wealth and Private Saving in Canada.
Boyle, Phelim
;
Murray, John
- In:
Canadian Journal of Economics
12
(
1979
)
3
,
pp. 456-68
Persistent link: https://www.econbiz.de/10005263625
Saved in:
83
Pricing exotic options under regime switching
Boyle, Phelim
;
Draviam, Thangaraj
- In:
Insurance / Mathematics & economics
40
(
2007
)
2
,
pp. 267-282
Persistent link: https://www.econbiz.de/10007397164
Saved in:
84
Executive Stock Options and Concavity of the Option Price
Boyle, Phelim
;
Scott, William R.
- In:
The journal of derivatives : the official publication …
13
(
2006
)
4
,
pp. 72
Persistent link: https://www.econbiz.de/10007272794
Saved in:
85
Life after VaR
Boyle, Phelim
;
Hardy, Mary
;
Vorst, Ton
- In:
The journal of derivatives : the official publication …
13
(
2005
)
1
,
pp. 48-55
Persistent link: https://www.econbiz.de/10005920605
Saved in:
86
Computation of optimal portfolios using simulation-based dimension reduction
Boyle, Phelim
;
Imai, Junichi
;
Tan, Ken Seng
- In:
Insurance / Mathematics & economics
43
(
2008
)
3
,
pp. 327-338
Persistent link: https://www.econbiz.de/10008149216
Saved in:
87
The design of equity-indexed annuities
Boyle, Phelim
;
Tian, Weidong
- In:
Insurance / Mathematics & economics
43
(
2008
)
3
,
pp. 303-315
Persistent link: https://www.econbiz.de/10008149218
Saved in:
88
Optimal design of equity-linked products with a probabilistic constraint
Boyle, Phelim
;
Tian, Weidong
- In:
Scandinavian actuarial journal : Actuarial Society of …
(
2009
)
4
,
pp. 253-280
Persistent link: https://www.econbiz.de/10008331460
Saved in:
89
ARTICLES - Pricing of New Securities in an Incomplete Market: The Catch 22 of No-Arbitrage Pricing
Boyle, Phelim
;
Wang, Tan
- In:
Mathematical finance : an international journal of …
11
(
2001
)
3
,
pp. 267-284
Persistent link: https://www.econbiz.de/10008216990
Saved in:
90
PORTFOLIO MANAGEMENT WITH CONSTRAINTS
Boyle, Phelim
;
Tian, Weidong
- In:
Mathematical finance : an international journal of …
17
(
2007
)
3
,
pp. 319-344
Persistent link: https://www.econbiz.de/10008221750
Saved in:
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