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
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