Numerical methods for pricing callable bonds. - Yann d'Halluin; Peter A. Forsyth; Kenneth R. Vetzal; George Labahn (CIFEr, 2000)

Quadratic Convergence for Valuing American Options Using a Penalty Method. - Peter A. Forsyth; Kenneth R. Vetzal (SIAM J. Sci. Comput., 2002)

Managing capacity for telecommunications networks under uncertainty. - Yann d'Halluin; Peter A. Forsyth; Kenneth R. Vetzal (IEEE/ACM Trans. Netw., 2002)

Two Factor Option Pricing with Uncertain Volatility. - David M. Pooley; Peter A. Forsyth; Kenneth R. Vetzal (ICCSA (3), 2003)

Wireless network capacity management: A real options approach. - Yann d'Halluin; Peter A. Forsyth; Kenneth R. Vetzal (Eur. J. Oper. Res., 2007)

Dynamic Hedging Under Jump Diffusion with Transaction Costs. - J. S. Kennedy; Peter A. Forsyth; Kenneth R. Vetzal (Oper. Res., 2009)