Phelim P. Boyle
Finance · 2000–2010
A researcher in the Science corpus: 6 papers; trusts 7 researchers and is trusted by 14 researchers here, as inferred from the citation graph.
Subfields
- Finance — 39 citations into it; #3,427 of 10,518 by trust here, #3,361 by citations
- Economics and Econometrics — 17 citations into it; #9,120 of 23,481 by trust here, #8,853 by citations
Whom Phelim P. Boyle trusts overall
Their strongest outbound trust, strongest first, inferred from their citations.
- John C. Hull
- Mary R. Hardy
- Qiang Dai
- Jan Dhaene
- M. Stutzer
- Daniel Dufresne
- Jin E. Zhang
- Kenneth J. Singleton
- Ravi Bansal
- Jun Yu
Who trusts Phelim P. Boyle overall
- Alexander Schied
- A. Bélanger
- A. Wilkie
- Zsolt Sándor
- Peter A. Forsyth
- Hans Föllmer
- H. Waters
- Kenneth R. Ahern
- Ali K. Ozdagli
- G. Duffee
Papers from Phelim P. Boyle's perspective
Ordered by how strongly the researchers Phelim P. Boyle trusts endorse each paper. Same corpus, a different order for every researcher.
- Specification Analysis of Affine Term Structure Models
- Term Structure of Interest Rates with Regime Shifts
- A Gaussian approach for continuous time models of the short-term interest rate
- Term Structure Dynamics in Theory and Reality
- Options, Futures, and Other Derivatives
- Random number generation and Quasi-Monte Carlo methods
- On the distribution of points in a cube and the approximate evaluation of integrals
- The Pricing of Options and Corporate Liabilities
- Investment guarantees : modeling and risk management for equity-linked life insurance
- Quasi-Random Sequences and Their Discrepancies
Their papers
- PORTFOLIO MANAGEMENT WITH CONSTRAINTS (2007) — 71 citations
- Pricing exotic options under regime switching (2007) — 155 citations
- Guaranteed Annuity Options (2003) — 135 citations
- Applications of randomized low discrepancy sequences to the valuation of complex securities (2000) — 55 citations
- Sharpe, William F. (2010) — 279 citations
- Prices and sensitivities of Asian options: A survey (2008) — 70 citations