Pricing Bermudan options using low-discrepancy mesh methods von BOYLE, PHELIM P., KOLKIEWICZ, ADAM W., TAN, KEN SENG

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Pricing Lookback and Barrier Options under the CEV Process von Boyle, Phelim P., Tian, Yisong “Sam”

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A note on portfolios of averages of lognormal variables von Boyle, Phelim, Jiang, Ruihong

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Option Replication in Discrete Time with Transaction Costs von BOYLE, PHELIM P., VORST, TON

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A Natural Hedge for Equity Indexed Annuities von Bernard, Carole, Boyle, Phelim P.

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Numerical Evaluation of Multivariate Contingent Claims von Boyle, Phelim P., Evnine, Jeremy, Gibbs, Stephen

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w-MPS Risk Aversion and the CAPM von Boyle, Phelim P., Ma, Chenghu

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Applications of randomized low discrepancy sequences to the valuation of complex securities von Tan, Ken Seng, Boyle, Phelim P

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Keng Seng Tan 1970–2023 In Memoriam von Hardy, Mary, Boyle, Phelim

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A Lattice Framework for Option Pricing with Two State Variables von Boyle, Phelim P.

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Explicit Representation of Cost-Efficient Strategies von Bernard, Carole, Boyle, Phelim P, Vanduffel, Steven

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PORTFOLIO MANAGEMENT WITH CONSTRAINTS von Boyle, Phelim, Tian, Weidong

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Correlation Matrices with the Perron Frobenius Property von Boyle, Phelim P, N'Diaye, Thierno B

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An explicit finite difference approach to the pricing of barrier options von Boyle, Phelim P., Tian, Yisong (Sam)

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Correlation Matrices with the Perron Frobenius Property von Boyle, Phelim, N'Diaye, Thierno

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Reserving for maturity guarantees: Two approaches von Boyle, Phelim P., Hardy, Mary R.

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Bounds on contingent claims based on several assets von Boyle, Phelim P., Lin, X. Sheldon

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Prices and sensitivities of Asian options: A survey von Boyle, Phelim, Potapchik, Alexander

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Monte Carlo methods for security pricing von Boyle, Phelim, Broadie, Mark, Glasserman, Paul

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Monte Carlo methods for pricing discrete Parisian options von Bernard, Carole, Boyle, Phelim

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