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Managing corporate liquidity : strategies and pricing implications
Asvanunt, Attakrit; Broadie, Mark; Sundaresan, Suresh M. - In: International journal of theoretical and applied finance 14 (2011) 3, pp. 369-406
Persistent link: https://www.econbiz.de/10009154911
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The effect of jumps and discrete sampling on volatility and variance swaps
Broadie, Mark; Jain, Ashish - In: International journal of theoretical and applied finance 11 (2008) 8, pp. 761-797
Persistent link: https://www.econbiz.de/10003812780
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High-dimensional portfolio optimization with transaction costs
Broadie, Mark; Shen, Weiwei - In: International journal of theoretical and applied finance 19 (2016) 4, pp. 1-49
Persistent link: https://www.econbiz.de/10011523840