Mark Broadie

“Simulation for option pricing and risk management”

Coauthor(s): Paul Glasserman.

Editors: Carol Alexander

Source: Risk Management and Analysis, Volume 1: Measuring and Modelling Financial Risk
Exact Citation:
Broadie, Mark, and Paul Glasserman. "Simulation for option pricing and risk management." In Risk Management and Analysis, Volume 1: Measuring and Modelling Financial Risk, 173-208. Ed. Carol Alexander. New York: Wiley, 1998.
Pages: 173-208
Place: New York
Date: 1998