1. 1996, “Essays on lookback and barrier options-a Malliavin calculus approach”, Lund Econornic Studies, Ph.D. Studies.
2. and , 1997, “A continuity correction for the discrete barrier options”, Mathematical Finance.
3. 2002, “Numerical Computation of Rectangular Bivariate andTrivariate Normal and t Probabilities”, Working Paperavailable at http://www.sci.wsu.edu/math/faculty/genz/hornepage.
4. 1997 “The Complete Guide to Option Pricing Formulas”, McCraw-Hill, New York.