1. Andersen, L.B.G., 1996. Monte Carlo simulation of barrier and lookback options with continuous or high-frequency monitoring of the underlying asset. Working Paper, General Re Financial Products Corp., New York.
2. Bumping up against the barrier with the binomial method;Boyle;Journal of Derivatives,1994
3. Deposit insurance with changing volatility: an application of exotic options;Boyle;Journal of Financial Engineering,1994
4. An explicit finite difference approach to the pricing of barrier options;Boyle;Applied Mathematical Finance,1998
5. Pricing lookback and barrier options under the CEV process;Boyle;Journal of Financial and Quantitative Analysis,1999