Mark Broadie

5편

• Efficient Risk Estimation via Nested Sequential Simulation
  ms · 2011 · 인용 119 · Stochastic processes and financial applications
• Primal-Dual Simulation Algorithm for Pricing Multidimensional American Options
  ms · 2004 · 인용 435 · Stochastic processes and financial applications
• ANNIVERSARY ARTICLE: Option Pricing: Valuation Models and Applications
  ms · 2004 · 인용 197 · Stochastic processes and financial applications
• Application of the Fast Gauss Transform to Option Pricing
  ms · 2003 · 인용 93 · Stochastic processes and financial applications
• Estimating Security Price Derivatives Using Simulation
  ms · 1996 · 인용 471 · Stochastic processes and financial applications