Concepedia

Phelim P. Boyle

PP

30

Publications

2.7K

Citations

20

H-Index

1977

Active since

Affiliations

University of Waterloo(Current)

Wilfrid Laurier University

Grenoble Ecole de Management

Vrije Universiteit Brussel

University of British Columbia

Phelim P. Boyle is an author at University of Waterloo specializing in business, asset pricing, and finance.

Top concepts

BusinessFinanceAsset PricingOption PricingFinancial EngineeringManagementEconomicsEngineeringFinancial EconomicsQuantitative Management

Publications per year

1977–2013

30

Publications

30

A Lattice Framework for Option Pricing with Two State Variables

Phelim P. Boyle · Journal of Financial and Quantitative Analysis · 1988 · 482 citations

Mathematical Programming, Option Pricing, Economics +15

Option Replication in Discrete Time with Transaction Costs

Phelim P. Boyle, Ton Vorst · The Journal of Finance · 1992 · 400 citations

Engineering, Market Design, Financial Mathematics +16

Equilibrium Prices of Guarantees under Equity-Linked Contracts

Phelim P. Boyle, Eduardo S. Schwartz · Journal of Risk & Insurance · 1977 · 264 citations

Financial Risk Management, Market Equilibrium, Optimal Investment Policy +20

Quasi-Monte Carlo Methods in Numerical Finance

Corwin Joy, Phelim P. Boyle, Ken Seng Tan · Management Science · 1996 · 242 citations

Numerical Analysis, Numerical Valuation, Engineering +16

Discretely adjusted option hedges

Phelim P. Boyle, David C. Emanuel · Journal of Financial Economics · 1980 · 200 citations

Mathematical Programming, Option Pricing, Computational Finance +4

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