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Binomial valuation of lookback options
Babbs, Simon H., (2000)
Option pricing and replication with transaction costs and dividends
Perrakis, Stylianos, (2000)
PDE methods for pricing barrier options
Zvan, R., (2000)
Positive weights on the efficient frontier
Boyle, Phelim P., (2014)
Prices instead of yields to model the term structure
Boyle, Phelim P., (1985)
The quality option and timing option in futures contracts
Boyle, Phelim P., (1989)