Phelim P. Boyle

According to our database, Phelim P. Boyle authored at least 2 papers between 2002 and 2003.

Collaborative distances:

• Dijkstra number of six.
• Erdős number of five.

2003

An improved simulation method for pricing high-dimensional American derivatives.

Phelim P. Boyle, Adam W. Kolkiewicz, Ken Seng Tan

Math. Comput. Simul., 2003

2002

The Riccati Equation in Mathematical Finance.

Phelim P. Boyle, W. Tian, Fred Guan

J. Symb. Comput., 2002