Authors: Boyle, Phelim P.

Citation: . Boyle, Phelim P., A lattice framework for option pricing with two state variables, Journal of financial and quantitative analysis , 23(1), 1988, pp. 1-12

Authors: Boyle, Phelim P. Tse, Y. K.

Citation: . Boyle, Phelim P. et . Tse, Y. K., An algorithm for computing values of options on the maximum or minimum of several assets, Journal of financial and quantitative analysis , 25(2), 1990, pp. 215-227