search query: @author Boyle, P. P. / total: 5
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1.
An algorithm for computing values of options on the maximum or minimum of several assets.
Journal of Financial and Quantitative Analysis
1990 : JUN, VOL. 25:2, p. 215-217
 1990 Boyle, P. P.
Tse, Y.
2.
The Quality Option and timing option in futures contracts.
Journal of Finance
1989 : MAR, VOL. 44:1, p. 101-113
 1989 Boyle, P. P.
3.
A lattice framework for option pricing with two state variables.
Journal of Financial and Quantitative Analysis
1988 : MAR, VOL. 23:1, p. 1-12
 1988 Boyle, P. P.
4.
Prices instead of yields to model the term structure.
Finance
1985 : DEC, VOL. 6:2, p. 217-229
 1985 Boyle, P. P.
5.
Discretely adjusted option hedges.
Journal of Financial Economics
1980 : SEP, VOL. 8:3, p. 259-282
 1980 Boyle, P. P.
Emanuel, D.
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