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w-MPS Risk Aversion and the CA...
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ECONIS (ZBW)
118
RePEc
48
OLC EcoSci
25
USB Cologne (EcoSocSci)
1
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121
Quasi-Monte Carlo Methods in Numerical Finance
Joy, Corwin
;
Tan, Ken Seng
;
Boyle, Phelim P.
- In:
Management science : journal of the Institute for …
42
(
1996
)
6
,
pp. 926
Persistent link: https://www.econbiz.de/10006102674
Saved in:
122
BUMPING UP AGAINST THE BARRIER WITH THE BINOMIAL METHOD
Boyle, Phelim P.
;
Lau, Sok Hoon
- In:
The journal of derivatives : the official publication …
1
(
1994
)
4
,
pp. 6-14
Persistent link: https://www.econbiz.de/10006002351
Saved in:
123
Leverage and closed-end bond funds
Boyle, Phelim P.
;
Szaura, Stephen
- In:
The journal of fixed income
24
(
2015
)
4
,
pp. 47-59
Persistent link: https://www.econbiz.de/10011293460
Saved in:
124
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:
125
Power options in executive compensation
Bernard, Carole
;
Boyle, Phelim P.
;
Chen, Jit Seng
- In:
The journal of derivatives : the official publication …
23
(
2016
)
3
,
pp. 9-20
Persistent link: https://www.econbiz.de/10011687178
Saved in:
126
Executive stock options and concavity of the option price
Boyle, Phelim P.
;
Scott, William R.
- In:
The journal of derivatives : the official publication …
13
(
2006
)
4
,
pp. 72-84
Persistent link: https://www.econbiz.de/10003346508
Saved in:
127
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:
128
Pricing and hedging capped options
Boyle, Phelim P.
- In:
The journal of futures markets
9
(
1989
)
1
,
pp. 41-54
Persistent link: https://www.econbiz.de/10001149571
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129
Option replication in discrete time with transaction costs
Boyle, Phelim P.
- In:
The journal of finance : the journal of the American …
47
(
1992
)
1
,
pp. 271-293
Persistent link: https://www.econbiz.de/10001124506
Saved in:
130
Valuation of tandem options
Blazenko, George W.
- In:
Advances in futures and options research : a research annual
4
(
1990
),
pp. 39-49
Persistent link: https://www.econbiz.de/10001101745
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