| Options: A monte carlo approach PP Boyle Journal of financial economics 4 (3), 323-338, 1977 | 2337 | 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 | 1389 | 1997 |
| A lattice framework for option pricing with two state variables PP Boyle Journal of financial and quantitative analysis 23 (1), 1-12, 1988 | 854 | 1988 |
| Option replication in discrete time with transaction costs PP Boyle, T Vorst The Journal of Finance 47 (1), 271-293, 1992 | 655 | 1992 |
| Numerical evaluation of multivariate contingent claims PP Boyle, J Evnine, S Gibbs The Review of Financial Studies 2 (2), 241-250, 1989 | 509 | 1989 |
| Quasi-Monte Carlo methods in numerical finance C Joy, PP Boyle, KS Tan Management science 42 (6), 926-938, 1996 | 419 | 1996 |
| Bumping up against the barrier with the binomial method PP Boyle, SH Lau The Journal of Derivatives 1 (4), 6-14, 1994 | 356 | 1994 |
| Financial Economics: With Applications to Investments, Insurance, and Pensions HH Panjer, D Dufresne, HU Gerber, HH Mueller, HW Pedersen, SR Pliska, ... Actuarial Foundation, 1998 | 335 | 1998 |
| Option valuation using a tree-jump process PP Boyle International options journal 3, 7-12, 1986 | 335 | 1986 |
| Equilibrium prices of guarantees under equity-linked contracts PP Boyle, ES Schwartz Journal of Risk and Insurance, 639-660, 1977 | 326 | 1977 |
| Discretely adjusted option hedges PP Boyle, D Emanuel Journal of Financial Economics 8 (3), 259-282, 1980 | 319 | 1980 |
| 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 | 278 | 2012 |
| Pricing lookback and barrier options under the CEV process PP Boyle Journal of financial and quantitative analysis 34 (2), 241-264, 1999 | 191 | 1999 |
| Reserving for maturity guarantees: Two approaches PP Boyle, MR Hardy Insurance: Mathematics and Economics 21 (2), 113-127, 1997 | 190 | 1997 |
| Pricing exotic options under regime switching P Boyle, T Draviam Insurance: Mathematics and Economics 40 (2), 267-282, 2007 | 177 | 2007 |
| Guaranteed annuity options P Boyle, M Hardy ASTIN Bulletin: The Journal of the IAA 33 (2), 125-152, 2003 | 176 | 2003 |
| Rates of return as random variables PP Boyle Journal of Risk and Insurance, 693-713, 1976 | 143 | 1976 |
| Fertility trends, excess mortality, and the Great Irish Famine PP Boyle, CÓ Gráda Demography, 543-562, 1986 | 141 | 1986 |
| The quality option and timing option in futures contracts PP Boyle The Journal of Finance 44 (1), 101-113, 1989 | 132 | 1989 |
| An explicit finite difference approach to the pricing of barrier options PP Boyle, Y Tian Applied Mathematical Finance 5 (1), 17-43, 1998 | 130 | 1998 |
