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A continuity correction for discrete barrier options
Broadie, Mark
- In:
Mathematical finance : an international journal of …
7
(
1997
)
4
,
pp. 325-349
Persistent link: https://www.econbiz.de/10001232779
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2
The term structure of simple forward rates with jump risk
Glasserman, Paul
;
Kou, Steven
- In:
Mathematical finance : an international journal of …
13
(
2003
)
3
,
pp. 383-410
Persistent link: https://www.econbiz.de/10001782287
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3
Estimating security price derivatives using simulation
Broadie, Mark
;
Glasserman, Paul
-
1993
Persistent link: https://www.econbiz.de/10000990346
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4
Enhanced Monte Carlo estimates for American option prices
Broadie, Mark
- In:
The journal of derivatives : the official publication …
5
(
1997
)
1
,
pp. 25-44
Persistent link: https://www.econbiz.de/10001226468
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5
Pricing American style securities using simulation
Broadie, Mark
- In:
Journal of economic dynamics & control
21
(
1997
)
8
,
pp. 1323-1352
Persistent link: https://www.econbiz.de/10001222047
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6
Monte Carlo methods for security pricing
Boyle, Phelim P.
- In:
Journal of economic dynamics & control
21
(
1997
)
8
,
pp. 1267-1321
Persistent link: https://www.econbiz.de/10001222048
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7
A stochastic mesh method for pricing high-dimensional American options
Broadie, Mark
;
Glasserman, Paul
- In:
The journal of computational finance
7
(
2004
)
4
,
pp. 35-72
Persistent link: https://www.econbiz.de/10002126763
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8
Jump-diffusion models for asset pricing in financial engineering
Kou, Steven
- In:
Financial engineering
,
(pp. 73-116)
.
2008
Persistent link: https://www.econbiz.de/10003567095
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9
Discrete barrier and lookback options
Kou, Steven
- In:
Financial engineering
,
(pp. 343-373)
.
2008
Persistent link: https://www.econbiz.de/10003567639
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10
Assessing golfer performance on the PGA TOUR
Broadie, Mark
- In:
Interfaces : the INFORMS journal on the practice of …
42
(
2012
)
2
,
pp. 146-165
Persistent link: https://www.econbiz.de/10009550709
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