3

Options: A Monte Carlo approach

Phelim P. Boyle
Journal:
Journal of Financial Economics
Year:
1977
Language:
english
File:
PDF, 945 KB
english, 1977
4

Bumping Up Against the Barrier with the Binomial Method

Boyle, Phelim P, Lau, Sok Hoon
Journal:
The Journal of Derivatives
Year:
1994
Language:
english
File:
PDF, 578 KB
english, 1994
5

Monte Carlo methods for security pricing

Phelim Boyle, Mark Broadie, Paul Glasserman
Journal:
Journal of Economic Dynamics and Control
Year:
1997
Language:
english
File:
PDF, 3.38 MB
english, 1997
6

Pricing exotic options under regime switching

Phelim Boyle, Thangaraj Draviam
Journal:
Insurance: Mathematics and Economics
Year:
2007
Language:
english
File:
PDF, 303 KB
english, 2007
7

PORTFOLIO MANAGEMENT WITH CONSTRAINTS

Phelim Boyle, Weidong Tian
Journal:
Mathematical Finance
Year:
2007
Language:
english
File:
PDF, 187 KB
english, 2007
9

Locally Capped Investment Products and the Retail Investor

Bernard, Carole, Boyle, Phelim P, Gornall, William
Journal:
The Journal of Derivatives
Year:
2011
Language:
english
File:
PDF, 2.19 MB
english, 2011
10

Life after VaR

Boyle, Phelim P, Hardy, Mary, Vorst, Ton C.F
Journal:
The Journal of Derivatives
Year:
2005
Language:
english
File:
PDF, 374 KB
english, 2005
11

A Lattice Framework for Option Pricing with Two State Variables

Phelim P. Boyle
Journal:
Journal of Financial and Quantitative Analysis
Year:
1988
Language:
english
File:
PDF, 986 KB
english, 1988
12

Futures and Options: Theory and Applicationsby Hans R. Stoll; Robert E. Whaley

Review by: Phelim P. Boyle
Journal:
The Journal of Finance
Year:
1993
Language:
english
File:
PDF, 233 KB
english, 1993
13

Prices and sensitivities of Asian options: A survey

Phelim Boyle, Alexander Potapchik
Journal:
Insurance: Mathematics and Economics
Year:
2008
Language:
english
File:
PDF, 784 KB
english, 2008
14

Asset allocation with time variation in expected returns

Phelim P. Boyle, Hailiang Yang
Journal:
Insurance: Mathematics and Economics
Year:
1997
Language:
english
File:
PDF, 964 KB
english, 1997
15

Discretely adjusted option hedges

Phelim P. Boyle, David Emanuel
Journal:
Journal of Financial Economics
Year:
1980
Language:
english
File:
PDF, 1.32 MB
english, 1980
16

Executive Stock Options and Concavity of the Option Price

Boyle, Phelim P, Scott, William R
Journal:
The Journal of Derivatives
Year:
2006
Language:
english
File:
PDF, 1.41 MB
english, 2006
18

Leases as First, Second and Third Best Contracts

Boyle, Phelim P., Thornton, Daniel B.
Journal:
Asia-Pacific Journal of Accounting
Year:
1994
Language:
english
File:
PDF, 692 KB
english, 1994
19

The Quality Option and Timing Option in Futures Contracts

Phelim P. Boyle
Journal:
The Journal of Finance
Year:
1989
Language:
english
File:
PDF, 352 KB
english, 1989
20

Power Options in Executive Compensation

Bernard, Carole, Boyle, Phelim, Chen, Jit Seng
Journal:
The Journal of Derivatives
Year:
2016
Language:
english
File:
PDF, 1.39 MB
english, 2016
21

Option Replication in Discrete Time with Transaction Costs

Phelim P. Boyle and Ton Vorst
Journal:
The Journal of Finance
Year:
1992
Language:
english
File:
PDF, 523 KB
english, 1992
22

The 1/ n Pension Investment Puzzle

Windcliff, Heath, Boyle, Phelim P.
Journal:
North American Actuarial Journal
Year:
2004
Language:
english
File:
PDF, 362 KB
english, 2004
23

Asset Allocation with Hedge Funds on the Menu

Boyle, Phelim, Liew, Sun Siang
Journal:
North American Actuarial Journal
Year:
2007
Language:
english
File:
PDF, 492 KB
english, 2007
25

The impact of variance estimation in option valuation models

Phelim P. Boyle, A.L. Ananthanarayanan
Journal:
Journal of Financial Economics
Year:
1977
Language:
english
File:
PDF, 684 KB
english, 1977
26

Valuing Canadian Mortgage-Backed Securities

Phelim P. Boyle
Journal:
Financial Analysts Journal
Year:
1989
Language:
english
File:
PDF, 992 KB
english, 1989
27

Optimal Portfolio Selection with Transaction Costs

Boyle, Phelim P., Lin, Xiaodong
Journal:
North American Actuarial Journal
Year:
1997
Language:
english
File:
PDF, 220 KB
english, 1997
29

Robust Stochastic Discount Factors

Phelim Boyle, Shui Feng, Weidong Tian and Tan Wang
Journal:
Review of Financial Studies
Year:
2008
Language:
english
File:
PDF, 4.39 MB
english, 2008
32

Mr. Madoff's Amazing Returns: An Analysis of the Split-Strike Conversion Strategy

Bernard, Carole, Boyle, Phelim P.
Journal:
SSRN Electronic Journal
Year:
2009
Language:
english
File:
PDF, 1.60 MB
english, 2009
33

Pricing and hedging capped options

Phelim P. Boyle, Stuart M. Turnbull
Journal:
Journal of Futures Markets
Year:
1989
Language:
english
File:
PDF, 724 KB
english, 1989
34

The design of equity-indexed annuities

Phelim Boyle, Weidong Tian
Journal:
Insurance: Mathematics and Economics
Year:
2008
Language:
english
File:
PDF, 2.81 MB
english, 2008
35

Reserving for maturity guarantees: Two approaches

Phelim P. Boyle, Mary R. Hardy
Journal:
Insurance: Mathematics and Economics
Year:
1997
Language:
english
File:
PDF, 1.01 MB
english, 1997
36

Pricing of New Securities in an Incomplete Market: the Catch 22 of No-Arbitrage Pricing

Phelim Boyle, Tan Wang
Journal:
Mathematical Finance
Year:
2001
Language:
english
File:
PDF, 134 KB
english, 2001
37

Bounds on contingent claims based on several assets

Phelim P. Boyle, X. Sheldon Lin
Journal:
Journal of Financial Economics
Year:
1997
Language:
english
File:
PDF, 827 KB
english, 1997
38

Accounting for equity investments of life insurance companies

PHELIM P. BOYLE
Journal:
Contemporary Accounting Research
Year:
1985
Language:
english
File:
PDF, 1.92 MB
english, 1985
39

Fertility Trends, Excess Mortality, and the Great Irish Famine

Phelim P. Boyle and Cormac O Grada
Journal:
Demography
Year:
1986
Language:
english
File:
PDF, 1.42 MB
english, 1986
40

Rates of Return as Random Variables

Phelim P. Boyle
Journal:
Journal of Risk and Insurance
Year:
1976
Language:
english
File:
PDF, 1.05 MB
english, 1976
41

Pricing Bermudan options using low-discrepancy mesh methods

BOYLE, PHELIM P., KOLKIEWICZ, ADAM W., TAN, KEN SENG
Journal:
Quantitative Finance
Year:
2013
Language:
english
File:
PDF, 535 KB
english, 2013
42

Leverage and Closed-End Bond Funds

Boyle, Phelim, Szaura, Stephen
Journal:
The Journal of Fixed Income
Year:
2015
Language:
english
File:
PDF, 759 KB
english, 2015
43

Positive Weights on the Efficient Frontier

Boyle, Phelim
Journal:
North American Actuarial Journal
Year:
2014
Language:
english
File:
PDF, 388 KB
english, 2014
44

Quasi-Monte Carlo Methods in Numerical Finance

Corwin Joy, Phelim P. Boyle and Ken Seng Tan
Journal:
Management Science
Year:
1996
Language:
english
File:
PDF, 1.86 MB
english, 1996
45

3181. A Formula for the Length of the Hyperbola

Phelim Paul Boyle
Journal:
The Mathematical Gazette
Year:
1967
Language:
english
File:
PDF, 276 KB
english, 1967
46

Calibrating the Black-Derman-Toy model: some theoretical results

Boyle, Phelim P., Tan, Ken Seng, Tian, Weidong
Journal:
Applied Mathematical Finance
Year:
2001
Language:
english
File:
PDF, 529 KB
english, 2001
47

[untitled]

Review by: Phelim P. Boyle
Journal:
The Journal of Finance
Year:
1999
Language:
english
File:
PDF, 260 KB
english, 1999
48

Quasi-Monte Carlo Methods in Numerical Finance

Joy, Corwin, Boyle, Phelim P., Tan, Ken Seng
Journal:
Management Science
Year:
1996
Language:
english
File:
PDF, 1.15 MB
english, 1996
49

When Does The 1/N Rule Work?

Guo, Danqiao, Boyle, Phelim P., Weng, Chengguo, Wirjanto, Tony S.
Journal:
SSRN Electronic Journal
Year:
2018
Language:
english
File:
PDF, 594 KB
english, 2018