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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)
Valuing credit default swaps [Part] 2 : modeling default correlations
Hull, John, (2001)
Forward rate volatilities, swap rate volatilities, and implementation of the LIBOR market model
Hull, John, (2000)
Pricing interest-rate-derivative securities
Hull, John, (1990)