Phelim P. Boyle

Available identifiers

zbMath Open boyle.phelim-pMaRDI QIDQ206433

List of research outcomes

Publication	Date of Publication	Type
A note on portfolios of averages of lognormal variables	2023-10-12	Paper
Annuity and insurance choice under habit formation	2022-07-15	Paper
Asset Allocation with Hedge Funds on the Menu	2022-01-10	Paper
Improving Risk Sharing and Borrower Incentives in Mortgage Design	2019-12-18	Paper
Positive Weights on the Efficient Frontier	2019-05-28	Paper
Short Positions in the First Principal Component Portfolio	2018-06-20	Paper
https://portal.mardi4nfdi.de/entity/Q4568087	2018-06-15	Paper
Application of high-precision computing for pricing arithmetic asian options	2017-02-03	Paper
Pricing Bermudan options using low-discrepancy mesh methods	2014-02-20	Paper
Optimal design of equity-linked products with a probabilistic constraint	2011-02-22	Paper
The design of equity-indexed annuities	2009-01-16	Paper
Computation of optimal portfolios using simulation-based dimension reduction	2009-01-16	Paper
Prices and sensitivities of Asian options: A survey	2008-08-22	Paper
Pricing Options Using Lattice Rules	2008-08-12	Paper
PORTFOLIO MANAGEMENT WITH CONSTRAINTS	2007-11-21	Paper
Pricing exotic options under regime switching	2007-09-03	Paper
https://portal.mardi4nfdi.de/entity/Q3412525	2006-12-21	Paper
https://portal.mardi4nfdi.de/entity/Q3365825	2006-02-13	Paper
Valuation of the Reset Options Embedded in Some Equity-Linked Insurance Products	2006-01-13	Paper
Dynamic Fund Protection	2006-01-13	Paper
Optimal Portfolio Selection with Transaction Costs	2006-01-13	Paper
The 1/n Pension Investment Puzzle	2006-01-06	Paper
Guaranteed Annuity Options	2005-03-30	Paper
https://portal.mardi4nfdi.de/entity/Q4453498	2004-03-07	Paper
An improved simulation method for pricing high-dimensional American derivatives.	2003-05-19	Paper
Calibrating the Black-Derman-Toy model: some theoretical results	2002-09-05	Paper
An explicit finite difference approach to the pricing of barrier options	2002-09-04	Paper
https://portal.mardi4nfdi.de/entity/Q4549498	2002-08-28	Paper
https://portal.mardi4nfdi.de/entity/Q2771104	2002-08-25	Paper
The Riccati equation in mathematical finance.	2002-06-11	Paper
Volatility estimation from observed option prices	2002-03-11	Paper
Pricing of New Securities in an Incomplete Market: the Catch 22 of No‐Arbitrage Pricing	2001-11-26	Paper
Applications of randomized low discrepancy sequences to the valuation of complex securities	2000-10-26	Paper
Monte Carlo methods for security pricing	1998-07-22	Paper
Asset allocation with time variation in expected returns	1998-03-17	Paper
Reserving for maturity guarantees: Two approaches	1998-03-17	Paper
Quasi-Monte Carlo Methods in Numerical Finance	1997-11-12	Paper
https://portal.mardi4nfdi.de/entity/Q4834783	1995-06-12	Paper
Valuation of derivative securities involving several assets using discrete time methods	1990-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q3323634	1984-01-01	Paper
The poisson-exponential model and the Non-Central Chi-squared distribution	1978-01-01	Paper

Research outcomes over time

Doctoral students

No records found.

Known relations from the MaRDI Knowledge Graph

Property	Value
MaRDI profile type	MaRDI person profile
instance of	human

This page was built for person: Phelim P. Boyle