The following pages link to Phelim Boyle (Q206433):
Displaying 43 items.
- Valuation of derivative securities involving several assets using discrete time methods (Q919967) (← links)
- (Q939348) (redirect page) (← links)
- Prices and sensitivities of Asian options: A survey (Q939350) (← links)
- Pricing exotic options under regime switching (Q995503) (← links)
- Asset allocation with time variation in expected returns (Q1381452) (← links)
- Reserving for maturity guarantees: Two approaches (Q1381463) (← links)
- Monte Carlo methods for security pricing (Q1391435) (← links)
- (Q1583154) (redirect page) (← links)
- Applications of randomized low discrepancy sequences to the valuation of complex securities (Q1583155) (← links)
- The Riccati equation in mathematical finance. (Q1599553) (← links)
- An improved simulation method for pricing high-dimensional American derivatives. (Q1873029) (← links)
- Annuity and insurance choice under habit formation (Q2155851) (← links)
- The design of equity-indexed annuities (Q2518533) (← links)
- Computation of optimal portfolios using simulation-based dimension reduction (Q2518536) (← links)
- Pricing of new securities in an incomplete market: The catch 22 of no-arbitrage pricing (Q2757314) (← links)
- Monte Carlo methods for security pricing (Q2771104) (← links)
- Application of high-precision computing for pricing arithmetic asian options (Q2958969) (← links)
- Optimal design of equity-linked products with a probabilistic constraint (Q3077741) (← links)
- (Q3323634) (← links)
- (Q3365825) (← links)
- (Q3412525) (← links)
- Pricing Options Using Lattice Rules (Q3518776) (← links)
- The poisson-exponential model and the Non-Central Chi-squared distribution (Q4153509) (← links)
- Quasi-Monte Carlo Methods in Numerical Finance (Q4363657) (← links)
- (Q4453498) (← links)
- An explicit finite difference approach to the pricing of barrier options (Q4541554) (← links)
- Calibrating the Black-Derman-Toy model: some theoretical results (Q4541600) (← links)
- (Q4549498) (← links)
- Short Positions in the First Principal Component Portfolio (Q4567946) (← links)
- (Q4568087) (← links)
- Guaranteed Annuity Options (Q4661677) (← links)
- (Q4834783) (← links)
- Asset Allocation with Hedge Funds on the Menu (Q5019763) (← links)
- Improving Risk Sharing and Borrower Incentives in Mortgage Design (Q5206139) (← links)
- Positive Weights on the Efficient Frontier (Q5379129) (← links)
- Pricing Bermudan options using low-discrepancy mesh methods (Q5397421) (← links)
- PORTFOLIO MANAGEMENT WITH CONSTRAINTS (Q5427659) (← links)
- The 1/<i>n</i> Pension Investment Puzzle (Q5715976) (← links)
- Valuation of the Reset Options Embedded in Some Equity-Linked Insurance Products (Q5718216) (← links)
- Dynamic Fund Protection (Q5718218) (← links)
- Optimal Portfolio Selection with Transaction Costs (Q5718252) (← links)
- Volatility estimation from observed option prices (Q5944948) (← links)
- A note on portfolios of averages of lognormal variables (Q6072269) (← links)
