Estimating Security Price derivatives Using Simulation.
Year of publication: |
1993
|
---|---|
Authors: | Broadie, M. ; Glasserman, P. |
Institutions: | Graduate School of Business, Columbia University |
Subject: | simulation |
-
Dannenberg, Henry, (2006)
-
Bleuel, Hans-H., (2008)
-
Land Conversion and Market Equilibrium – Insights from a Simulated Landscape
Iovanna, Richard, (2010)
- More ...
-
Connecting Discrete and Continuous Path-Dependent Options
Broadie, M., (1997)
-
Pricing American-Style Securities Using Simulation.
Broadie, M., (1996)
-
A Sotchastic Mesh Method for Pricing High-Dimensional American Options.
Broadie, M., (1997)
- More ...