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~isPartOf:"Operations research : the journal of the Operations Research Society of America"
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Broadie, Mark
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Operations research : the journal of the Operations Research Society of America
Management Science
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Operations research
11
Management science : journal of the Institute for Operations Research and the Management Sciences
10
Columbia - Graduate School of Business
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CIRANO Working Papers
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The review of financial studies
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Interfaces : the INFORMS journal on the practice of operations research
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Mathematical finance : an international journal of mathematics, statistics and financial theory
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Finance and stochastics
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INFORMS journal on computing : JOC ; charting new directions in operations research and computer science ; a journal of the Institute for Operations Research and the Management Sciences
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New developments in the applications of Bayesian methods : proceedings of the first European conference sponsored by the Centre Européen d'Education Permanente (CEDEP) and the Institut Européen d'Administration des Affaires (INSEAD), June 1976
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A Double-Exponential Fast Gauss Transform Algorithm for Pricing Discrete Path-Dependent Options
Broadie, M.
;
Yamamoto, Y.
- In:
Operations research : the journal of the Operations …
53
(
2005
)
5
,
pp. 764-779
Persistent link: https://www.econbiz.de/10006417224
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2
Exact Simulation of Stochastic Volatility and Other Affine Jump Diffusion Processes
Broadie, Mark
;
Kaya, zgr
- In:
Operations research : the journal of the Operations …
54
(
2006
)
2
,
pp. 217-231
Persistent link: https://www.econbiz.de/10006416949
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3
General Bounds and Finite-Time Improvement for the Kiefer-Wolfowitz Stochastic Approximation Algorithm
Broadie, Mark
;
Cicek, Deniz
;
Zeevi, Assaf
- In:
Operations research : the journal of the Operations …
59
(
2011
)
5
,
pp. 1211-1225
Persistent link: https://www.econbiz.de/10009804873
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