Concepedia
Statistics
Publications
2
Citations
215
H-Index
Active since
1998
Phelim P. Boyle is an author specializing in mathematical programming, option pricing, and computer engineering.
Top concepts
EngineeringOption PricingComputer EngineeringMathematical ProgrammingFinanceBusinessAsset PricingNumerical AnalysisBlack-scholes ModelOperations Research
Publications per year
1998–1999
Pricing Lookback and Barrier Options under the CEV Process
Phelim P. Boyle, Yisong quot amp, Sam quot et al. · Journal of Financial and Quantitative Analysis · 1999 · 127 citations
Mathematical Programming, Option Pricing, Black-scholes Model +15
An explicit finite difference approach to the pricing of barrier options
Phelim P. Boyle, Yisong S. Tian · Applied Mathematical Finance · 1998 · 88 citations
Numerical Analysis, Mathematical Programming, Option Pricing +11
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