Phelim P. Boyle - Concepedia

Author

Phelim P. Boyle

University of Waterloo

Also Known As

PHELIM P. BOYLE, Phelim Boyle, Phelim P Boyle, Phelim P. Boyle

Publications

2.9K

Citations

H-Index

Concepts

All Affiliations

University of Waterloo Wilfrid Laurier University Grenoble Ecole de Management Vrije Universiteit Brussel University of British Columbia

About

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

Top Concepts

#	Concept	H-Index	Publications	Citations
1	Business	17	24	2.2K
2	Management	10	10	690
3	Economics	9	9	950
4	Engineering	7	7	831
5	Accounting	3	3	75

Phelim P. Boyle

Publications

2.7K

Citations

H-Index

Page 1

	Year	Citations
A Lattice Framework for Option Pricing with Two State Variables Phelim P. Boyle Journal of Financial and Quantitative Analysis Mathematical ProgrammingOption PricingEconomicsComputational FinanceAsset Pricing	1988	482
Option Replication in Discrete Time with Transaction Costs Phelim P. Boyle, Ton Vorst The Journal of Finance EngineeringMarket DesignFinancial MathematicsOperations ResearchProportional Transaction Costs	1992	400
Equilibrium Prices of Guarantees under Equity-Linked Contracts Phelim P. Boyle, Eduardo S. Schwartz Journal of Risk & Insurance Financial Risk ManagementMarket EquilibriumOptimal Investment PolicyMarket DesignMarket Equilibrium Computation	1977	264
Quasi-Monte Carlo Methods in Numerical Finance Corwin Joy, Phelim P. Boyle, Ken Seng Tan Management Science Numerical AnalysisNumerical ValuationEngineeringMonte Carlo MethodsFinancial Mathematics	1996	242
Discretely adjusted option hedges Phelim P. Boyle, David C. Emanuel Journal of Financial Economics Mathematical ProgrammingOption PricingComputational FinanceDerivative PricingEconomic Analysis	1980	200
Reserving for maturity guarantees: Two approaches Phelim P. Boyle, Mary R. Hardy Insurance Mathematics and Economics Service GuaranteeMaturity GuaranteesEnd-of-life ProductRisk ManagementManagement	1997	147
Fertility trends, excess mortality, and the Great Irish Famine Phelim P. Boyle, Cormac Ó Grádo Demography	1986	142
Option Replication in Discrete Time with Transaction Costs Phelim P. Boyle, Ton Vorst The Journal of Finance Option PricingOption ReplicationDynamic PricingEngineeringBusiness	1992	128
The Quality Option and Timing Option in Futures Contracts Phelim P. Boyle The Journal of Finance Option PricingQuality OptionFinancial EconomicsAsset PricingFutures Price	1989	79
Futures and Options: Theory and Applications. Phelim P. Boyle, Hans R. Stoll, Robert E. Whaley The Journal of Finance EconomicsOption PricingAsset PricingDerivative PricingBusiness	1993	77

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