Recent Advances in Simulation for Security Pricing. - Phelim Boyle; Mark Broadie; Paul Glasserman (WSC, 1995)

Application of high-precision computing for pricing arithmetic asian options. - Phelim Boyle; Alex Potapchik (ISSAC, 2006)

Recent advances in simulation for security pricing (1995). - Phelim Boyle; Mark Broadie; Paul Glasserman (WSC, 2007)

Keynes Meets Markowitz: The Trade-Off Between Familiarity and Diversification. - Phelim Boyle; Lorenzo Garlappi; Raman Uppal; Tan Wang (Manag. Sci., 2012)