| Options: A monte carlo approach PP Boyle Journal of financial economics 4 (3), 323-338, 1977 | 2353 | 1977 |
| Monte Carlo methods for security pricing P Boyle, M Broadie, P Glasserman Journal of economic dynamics and control 21 (8-9), 1267-1321, 1997 | 1425 | 1997 |
| A lattice framework for option pricing with two state variables PP Boyle Journal of Financial and Quantitative Analysis 23 (1), 1-12, 1988 | 867 | 1988 |
| Option replication in discrete time with transaction costs PP Boyle, T Vorst The Journal of Finance 47 (1), 271-293, 1992 | 660 | 1992 |
| Numerical evaluation of multivariate contingent claims PP Boyle, J Evnine, S Gibbs The Review of Financial Studies 2 (2), 241-250, 1989 | 521 | 1989 |
| Quasi-Monte Carlo methods in numerical finance C Joy, PP Boyle, KS Tan Management science 42 (6), 926-938, 1996 | 423 | 1996 |
| Bumping up against the barrier with the binomial method PP Boyle, SH Lau The Journal of Derivatives 1 (4), 6-14, 1994 | 359 | 1994 |
| Option valuation using a tree-jump process PP Boyle International options journal 3, 7-12, 1986 | 346 | 1986 |
| Financial economics: With applications to investments, insurance, and pensions HH Panjer, D Dufresne, HU Gerber, HH Mueller, HW Pedersen, SR Pliska, ... Actuarial Foundation, 1998 | 338 | 1998 |
| Discretely adjusted option hedges PP Boyle, D Emanuel Journal of Financial Economics 8 (3), 259-282, 1980 | 328 | 1980 |
| Equilibrium prices of guarantees under equity-linked contracts PP Boyle, ES Schwartz Journal of Risk and Insurance, 639-660, 1977 | 328 | 1977 |
| Keynes meets Markowitz: The trade-off between familiarity and diversification P Boyle, L Garlappi, R Uppal, T Wang Management Science 58 (2), 253-272, 2012 | 289 | 2012 |
| Pricing lookback and barrier options under the CEV process PP Boyle Journal of financial and quantitative analysis 34 (2), 241-264, 1999 | 199 | 1999 |
| Reserving for maturity guarantees: Two approaches PP Boyle, MR Hardy Insurance: Mathematics and Economics 21 (2), 113-127, 1997 | 193 | 1997 |
| Guaranteed annuity options P Boyle, M Hardy ASTIN Bulletin: The Journal of the IAA 33 (2), 125-152, 2003 | 180 | 2003 |
| Pricing exotic options under regime switching P Boyle, T Draviam Insurance: Mathematics and Economics 40 (2), 267-282, 2007 | 179 | 2007 |
| Rates of return as random variables PP Boyle Journal of Risk and Insurance, 693-713, 1976 | 149 | 1976 |
| Fertility trends, excess mortality, and the Great Irish Famine PP Boyle, Cormac/g= O'/Gr/g= a'/da Demography, 543-562, 1986 | 142 | 1986 |
| The impact of variance estimation in option valuation models PP Boyle, AL Ananthanarayanan Journal of Financial Economics 5 (3), 375-387, 1977 | 134 | 1977 |
| An explicit finite difference approach to the pricing of barrier options PP Boyle, Y Tian Applied Mathematical Finance 5 (1), 17-43, 1998 | 132 | 1998 |
