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Results: 1-10 |
Results: 10
OPTIMAL REPLICATION OF CONTINGENT CLAIMS UNDER PORTFOLIO CONSTRAINTS
Authors: BROADIE M CVITANIC J SONER HM
Citation: M. Broadie et al., OPTIMAL REPLICATION OF CONTINGENT CLAIMS UNDER PORTFOLIO CONSTRAINTS, The Review of financial studies, 11(1), 1998, pp. 59-79
A CONTINUITY CORRECTION FOR DISCRETE BARRIER OPTIONS
Authors: BROADIE M GLASSERMAN P KOU S
Citation: M. Broadie et al., A CONTINUITY CORRECTION FOR DISCRETE BARRIER OPTIONS, Mathematical finance, 7(4), 1997, pp. 325-349
THE VALUATION OF AMERICAN OPTIONS ON MULTIPLE ASSETS
Authors: BROADIE M DETEMPLE J
Citation: M. Broadie et J. Detemple, THE VALUATION OF AMERICAN OPTIONS ON MULTIPLE ASSETS, Mathematical finance, 7(3), 1997, pp. 241-286
MONTE-CARLO METHODS FOR SECURITY PRICING
Authors: BOYLE P BROADIE M GLASSERMAN P
Citation: P. Boyle et al., MONTE-CARLO METHODS FOR SECURITY PRICING, Journal of economic dynamics & control, 21(8-9), 1997, pp. 1267-1321
PRICING AMERICAN-STYLE SECURITIES USING SIMULATION
Authors: BROADIE M GLASSERMAN P
Citation: M. Broadie et P. Glasserman, PRICING AMERICAN-STYLE SECURITIES USING SIMULATION, Journal of economic dynamics & control, 21(8-9), 1997, pp. 1323-1352
AMERICAN OPTION VALUATION - NEW BOUNDS, APPROXIMATIONS, AND A COMPARISON OF EXISTING METHODS
Authors: BROADIE M DETEMPLE J
Citation: M. Broadie et J. Detemple, AMERICAN OPTION VALUATION - NEW BOUNDS, APPROXIMATIONS, AND A COMPARISON OF EXISTING METHODS, The Review of financial studies, 9(4), 1996, pp. 1211-1250
ESTIMATING SECURITY PRICE DERIVATIVES USING SIMULATION
Authors: BROADIE M GLASSERMAN P
Citation: M. Broadie et P. Glasserman, ESTIMATING SECURITY PRICE DERIVATIVES USING SIMULATION, Management science, 42(2), 1996, pp. 269-285
AMERICAN CAPPED CALL OPTIONS ON DIVIDEND-PAYING ASSETS
Authors: BROADIE M DETEMPLE J
Citation: M. Broadie et J. Detemple, AMERICAN CAPPED CALL OPTIONS ON DIVIDEND-PAYING ASSETS, The Review of financial studies, 8(1), 1995, pp. 161-191
PORTFOLIO MANAGEMENT - NEW MODELS FOR SUCCESSFUL INVESTMENT DECISIONS- JONES,CK
Authors: BROADIE M
Citation: M. Broadie, PORTFOLIO MANAGEMENT - NEW MODELS FOR SUCCESSFUL INVESTMENT DECISIONS- JONES,CK, The Journal of finance, 49(1), 1994, pp. 361-364
AN APPLICATION OF MARKOV-CHAIN ANALYSIS TO THE GAME OF SQUASH
Authors: BROADIE M JONEJA D
Citation: M. Broadie et D. Joneja, AN APPLICATION OF MARKOV-CHAIN ANALYSIS TO THE GAME OF SQUASH, Decision sciences, 24(5), 1993, pp. 1023-1035
Risultati: 1-10 |