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w-MPS Risk Aversion and the CA...
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ECONIS (ZBW)
117
RePEc
48
OLC EcoSci
25
USB Cologne (EcoSocSci)
1
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91
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
Saved in:
92
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
Saved in:
93
Options: A Monte Carlo approach
Boyle, Phelim P.
- In:
Journal of Financial Economics
4
(
1977
)
3
,
pp. 323-338
Persistent link: https://www.econbiz.de/10005372512
Saved in:
94
Population waves and fertility fluctuations: Social security implications
Boyle, Phelim P.
;
Freedman, Ruth
- In:
Insurance: Mathematics and Economics
4
(
1985
)
1
,
pp. 65-74
Persistent link: https://www.econbiz.de/10005374568
Saved in:
95
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
Saved in:
96
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
Saved in:
97
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
Saved in:
98
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
Saved in:
99
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
Saved in:
100
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
Saved in:
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