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~isPartOf:"Finance and stochastics"
~isPartOf:"The journal of derivatives : the official publication of the International Association of Financial Engineers"
~person:"Broadie, Mark"
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Option pricing theory
3
Optionspreistheorie
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Theorie
3
Theory
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Aktienoption
1
Derivat
1
Derivative
1
Hedging
1
Option trading
1
Optionsgeschäft
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Stochastischer Prozess
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Broadie, Mark
Carr, Peter
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Chen, Son-nan
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Hobson, David G.
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Wu, Ting-pin
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6
Kabanov, Jurij M.
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White, Alan
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Filipović, Damir
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Glasserman, Paul
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Wu, Liuren
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Alòs, Elisa
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Belomestny, Denis
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Brigo, Damiano
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Cox, Alexander M. G.
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Ederington, Louis H.
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Linetsky, Vadim
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Obłój, Jan
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Ritchken, Peter H.
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Tian, Yisong Sam
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Chaput, J. Scott
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Finance and stochastics
The journal of derivatives : the official publication of the International Association of Financial Engineers
CIRANO Working Papers
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Management Science
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Journal of economic dynamics & control
3
Mathematical finance : an international journal of mathematics, statistics and financial theory
2
The review of financial studies
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Discussion paper / Centre for Economic Policy Research
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Journal of econometrics
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Numerical methods in finance
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Paine Webber working paper series in money, economics and finance
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Connecting discrete and continuous path-dependent options
Broadie, Mark
;
Glasserman, Paul
;
Kou, S. G.
- In:
Finance and stochastics
3
(
1999
)
1
,
pp. 55-82
Persistent link: https://www.econbiz.de/10001367460
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2
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
Saved in:
3
Pricing and hedging volatility derivatives
Broadie, Mark
;
Jain, Ashish
- In:
The journal of derivatives : the official publication …
15
(
2008
)
3
,
pp. 7-24
Persistent link: https://www.econbiz.de/10003673338
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