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~isPartOf:"Journal of Economic Dynamics and Control"
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Broadie, Mark
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Journal of Economic Dynamics and Control
The journal of computational finance
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CIRANO Working Papers
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Management science : journal of the Institute for Operations Research and the Management Sciences
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The review of financial studies
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Finance and stochastics
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International journal of theoretical and applied finance
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The journal of finance : the journal of the American Finance Association
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International Journal of Theoretical and Applied Finance (IJTAF)
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Journal of economic dynamics & control
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Management Science
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Mathematical finance : an international journal of mathematics, statistics and financial theory
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Review of Financial Studies
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Review of derivatives research
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The journal of derivatives : the official publication of the International Association of Financial Engineers
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Finance and Stochastics
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Risk : managing risk in the world's financial markets
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The journal of credit risk : published quarterly by Incisive Media
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Interfaces : the INFORMS journal on the practice of operations research
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Review of Derivatives Research
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Applied Mathematical Finance
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CEPR Discussion Papers
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Credit derivatives : the definitive guide
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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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Journal of Econometrics
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Journal of Financial Economics
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Journal of Financial and Quantitative Analysis
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Monte Carlo methods for security pricing
Boyle, Phelim
;
Broadie, Mark
;
Glasserman, Paul
- In:
Journal of Economic Dynamics and Control
21
(
1997
)
8-9
,
pp. 1267-1321
Persistent link: https://www.econbiz.de/10005205081
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2
Pricing American-style securities using simulation
Broadie, Mark
;
Glasserman, Paul
- In:
Journal of Economic Dynamics and Control
21
(
1997
)
8-9
,
pp. 1323-1352
Persistent link: https://www.econbiz.de/10005205201
Saved in:
3
Nonparametric estimation of American options' exercise boundaries and call prices
Broadie, Mark
;
Detemple, Jerome
;
Ghysels, Eric
;
Torres, …
- In:
Journal of Economic Dynamics and Control
24
(
2000
)
11-12
,
pp. 1829-1857
Persistent link: https://www.econbiz.de/10005229881
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