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An existence theorem of intertemporal recursive utility in the presence of Lévy jumps
Ma, Chenghu - In: Journal of mathematical economics 34 (2000) 4, pp. 509-526
Persistent link: https://www.econbiz.de/10001531836
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Intertemporal recursive utility and an equilibrium asset pricing model in the presence of Lévy jumps
Ma, Chenghu - In: Journal of mathematical economics 42 (2006) 2, pp. 131-160
Persistent link: https://www.econbiz.de/10003310857
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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
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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
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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
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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
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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
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Options : a Monte Carlo approach
Boyle, Phelim P. - In: Journal of financial economics 4 (1977) 3, pp. 323-332
Persistent link: https://www.econbiz.de/10002017375
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Rates of return as random variables
Boyle, Phelim P. - In: The journal of risk and insurance : the journal of the … 43 (1976) 4, pp. 693-713
Persistent link: https://www.econbiz.de/10002017381
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Recent models of the term structure of interest rates with actuarial applications
Boyle, Phelim P. - In: Transactions of the International Congress of Actuaries 21 (1980) 4, pp. 95-104
Persistent link: https://www.econbiz.de/10002017386