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Nonparametric estimation of American options' exercise boundaries and call prices
Broadie, Mark (contributor) - In: Journal of economic dynamics & control 24 (2000) 11/12, pp. 1829-1857
Persistent link: https://www.econbiz.de/10001508777
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American options with stochastic dividends and volatility : a nonparametric investigation
Broadie, Mark (contributor) - In: Journal of econometrics 94 (2000) 1/2, pp. 53-92
Persistent link: https://www.econbiz.de/10001437745
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Estimating security price derivatives using simulation
Broadie, Mark; Glasserman, Paul - 1993
Persistent link: https://www.econbiz.de/10000990346
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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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American option valuation : new bounds, approximations, and a comparison of existing methods
Broadie, Mark - In: The review of financial studies 9 (1996) 4, pp. 1211-1250
Persistent link: https://www.econbiz.de/10001212386
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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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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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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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The valuation of American options on multiple assets
Broadie, Mark - In: Mathematical finance : an international journal of … 7 (1997) 3, pp. 241-286
Persistent link: https://www.econbiz.de/10001224015
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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