( en | de | ru )

 

Disambiguation of "Boyle, Phelim"

Author of the publication

copydeleteadd this publication to your clipboard
Recent Advances in Simulation for Security Pricing.

, , and . WSC, page 212-219. IEEE Computer Society, (1995)

Please choose a person to relate this publication to

To differ between persons with the same name, the academic degree and the title of an important publication will be displayed. You can also use the button next to the name to display some publications already assigned to the person.

Christine Boyle

Mark Boyle

Veronika Boyle

Jennifer Boyle

Jean-Marc Boyle

 

Other publications of authors with the same name

Monte Carlo methods for security pricing, , and . Journal of Economic Dynamics and Control, 21 (8-9): 1267--1321 (Jun 29, 1997)Recent Advances in Simulation for Security Pricing., , and . WSC, page 212-219. IEEE Computer Society, (1995)Recent advances in simulation for security pricing (1995)., , and . WSC, page 9. WSC, (2007)Handbooks in Operations Research and Management Science, , and . Volume 15, chapter Chapter 24 Large Deviation Techniques and Financial Applications, page 971--1000. Elsevier, (2007)Application of high-precision computing for pricing arithmetic asian options., and . ISSAC, page 39-46. ACM, (2006)Applications of randomized low discrepancy sequences to the valuation of complex securities, and . Journal of Economic Dynamics and Control, 24 (11-12): 1747--1782 (October 2000)Options: A Monte Carlo approach. Journal of Financial Economics, 4 (3): 323--338 (May 1977)The impact of variance estimation in option valuation models, and . Journal of Financial Economics, 5 (3): 375--387 (December 1977)Discretely adjusted option hedges, and . Journal of Financial Economics, 8 (3): 259--282 (September 1980)Bounds on contingent claims based on several assets, and . Journal of Financial Economics, 46 (3): 383--400 (December 1997)