The following pages link to Mark N. Broadie (Q802143):
Displaying 34 items.
- A note on triangulating the 5-cube (Q802144) (← links)
- A theorem about antiprisms (Q1058731) (← links)
- (Q1297908) (redirect page) (← links)
- Connecting discrete and continuous path-dependent options (Q1297909) (← links)
- Computing efficient frontiers using estimated parameters (Q1313140) (← links)
- Monte Carlo methods for security pricing (Q1391435) (← links)
- Pricing American-style securities using simulation (Q1391436) (← links)
- (Q1583157) (redirect page) (← links)
- Nonparametric estimation of American options' exercise boundaries and call prices (Q1583161) (← links)
- Numerical solutions to dynamic portfolio problems with upper bounds (Q1789606) (← links)
- American options with stochastic dividends and volatility: a nonparametric investigation (Q1969814) (← links)
- A Continuity Correction for Discrete Barrier Options (Q2707182) (← links)
- (Q2724691) (← links)
- (Q2771104) (← links)
- Risk Estimation via Regression (Q2795869) (← links)
- HIGH-DIMENSIONAL PORTFOLIO OPTIMIZATION WITH TRANSACTION COSTS (Q2814667) (← links)
- General Bounds and Finite-Time Improvement for the Kiefer-Wolfowitz Stochastic Approximation Algorithm (Q2879517) (← links)
- MANAGING CORPORATE LIQUIDITY: STRATEGIES AND PRICING IMPLICATIONS (Q3006610) (← links)
- Application of the Fast Gauss Transform to Option Pricing (Q3114865) (← links)
- Exact Simulation of Stochastic Volatility and Other Affine Jump Diffusion Processes (Q3391972) (← links)
- Improved lower and upper bound algorithms for pricing American options by simulation (Q3605244) (← links)
- THE EFFECT OF JUMPS AND DISCRETE SAMPLING ON VOLATILITY AND VARIANCE SWAPS (Q3621561) (← links)
- An introduction to the octahedral algorithm for the computation of economic equilibria (Q3701156) (← links)
- A variable rate refining triangulation (Q3773705) (← links)
- (Q4241870) (← links)
- The Valuation of American Options on Multiple Assets (Q4354432) (← links)
- (Q4356580) (← links)
- Estimating Security Price Derivatives Using Simulation (Q4363594) (← links)
- (Q4369767) (← links)
- Practical Nonparametric Sampling Strategies for Quantile-Based Ordinal Optimization (Q5085988) (← links)
- Tractable Sampling Strategies for Ordinal Optimization (Q5131546) (← links)
- Multidimensional stochastic approximation (Q5176915) (← links)
- Efficient Risk Estimation via Nested Sequential Simulation (Q5198886) (← links)
- A Double-Exponential Fast Gauss Transform Algorithm for Pricing Discrete Path-Dependent Options (Q5322136) (← links)
