Estimating security price derivatives using simulation
| Year of publication: |
1996
|
|---|---|
| Authors: | Broadie, Mark ; Glasserman, Paul |
| Published in: |
Management science : journal of the Institute for Operations Research and the Management Sciences. - Hanover, Md : INFORMS, ISSN 0025-1909, ZDB-ID 2063451. - Vol. 42.1996, 2, p. 269-285
|