1.
Exact Simulation of Stochastic Volatility and Other Affine Jump Diffusion Processes
by Broadie, Mark
Operations research, 2006-03-01, Vol.54 (2), p.217-231
2.
Primal-Dual Simulation Algorithm for Pricing Multidimensional American Options
by Andersen, Leif
Management science, 2004-09-01, Vol.50 (9), p.1222-1234
3.
Efficient Risk Estimation via Nested Sequential Simulation
by BROADIE, Mark
Management science, 2011-06, Vol.57 (6), p.1172-1194
4.
General Bounds and Finite-Time Improvement for the Kiefer-Wolfowitz Stochastic Approximation Algorithm
by BROADIE, Mark
Operations research, 2011-10, Vol.59 (5), p.1211-1224
5.
Option Pricing: Valuation Models and Applications
by Broadie, Mark
Management science, 2004-09-01, Vol.50 (9), p.1145-1177
6.
Application of the Fast Gauss Transform to Option Pricing
by Broadie, Mark
Management science, 2003-08-01, Vol.49 (8), p.1071-1088
7.
Estimating Security Price Derivatives Using Simulation
by Broadie, Mark
Management science, 1996-02-01, Vol.42 (2), p.269-285
8.
Assessing Golfer Performance on the PGA TOUR
by Broadie, Mark
Interfaces (Providence), 2012-04, Vol.42 (2), p.146-165
9.
A Binomial Lattice Method for Pricing Corporate Debt and Modeling Chapter 11 Proceedings
by Broadie, Mark
Journal of financial and quantitative analysis, 2007-06, Vol.42 (2), p.279-312
11.
Computing efficient frontiers using estimated parameters
by Broadie, Mark
Annals of operations research, 1993-12, Vol.45 (1), p.21-58
13.
ANNIVERSARY ARTICLE: Option Pricing: Valuation Models and Applications
by Broadie, Mark
Management science, 2004-09-01, Vol.50 (9), p.1145-1177
14.
A stochastic mesh method for pricing high-dimensional American options
by Broadie, Mark
The journal of computational finance, 2004, Vol.7 (4), p.35-72
15.
Connecting discrete and continuous path-dependent options
by Broadie, Mark
Finance and stochastics, 1999-01-01, Vol.3 (1), p.55-82
16.
A variable rate refining triangulation
by BROADIE, M. N
Mathematical programming, 1987, Vol.38 (2), p.161-202
17.
Syntaxin 1A Interacts with Multiple Exocytic Proteins to Regulate Neurotransmitter Release In Vivo
by Wu, Mark N
Neuron (Cambridge, Mass.), 1999, Vol.23 (3), p.593-605
