Phelim Boyle

16 catalog papers. Identity-linked publications and additional name matches are distinguished below.

ORCID: 0009-0004-9907-7813

School of Business and Economics, Wilfrid Laurier University, Waterloo, Ontario N2L 3C5, Canada

Publications

• Keynes Meets Markowitz: The Trade-Off Between Familiarity and Diversification — Management Science 2012
• Robust Stochastic Discount Factors — The Review of Financial Studies 2008
• Pricing Lookback and Barrier Options under the CEV Process — Journal of Financial and Quantitative Analysis 1999
• Bounds on contingent claims based on several assets — Journal of Financial Economics 1997
• Quasi-Monte Carlo Methods in Numerical Finance — Management Science 1996
• Option Replication in Discrete Time with Transaction Costs — The Journal of Finance 1992
• An Algorithm for Computing Values of Options on the Maximum or Minimum of Several Assets — Journal of Financial and Quantitative Analysis 1990
• The Quality Option and Timing Option in Futures Contracts — The Journal of Finance 1989
• Numerical Evaluation of Multivariate Contingent Claims — The Review of Financial Studies 1989 (name-matched, not ORCID-linked)
• A Lattice Framework for Option Pricing with Two State Variables — Journal of Financial and Quantitative Analysis 1988
• Discussion of “The valuation of initial public offerings”* — Contemporary Accounting Research 1988
• La comptabilité pour les investissements en actions des compagnies d'assurance-vie* — Contemporary Accounting Research 1984
• Accounting for equity investments of life insurance companies* — Contemporary Accounting Research 1984
• Discretely adjusted option hedges — Journal of Financial Economics 1980
• Options: A Monte Carlo approach — Journal of Financial Economics 1977
• The impact of variance estimation in option valuation models — Journal of Financial Economics 1977