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Applications of randomized low discrepancy sequences to the valuation of complex securities
Ken Seng Tan, (2000)
Quasi- Monte Carlo algorithm for pricing options
Li, Jenny X., (2000)
Monte Carlo evaluation model of an undeveloped oil field
Cortazar, Gonzalo, (1998)
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)