Estimating security price derivatives using simulation

Management Science

Volumn 42, Issue 2, 1996, Pages 269-285

  Broadie, Mark ^a   Glasserman, Paul ^a  

^a Och Spine at New York Presbyterian Hospitals   (United States)

Author keywords

Derivative Estimation; Option Pricing; Security Pricing; Simulation

Indexed keywords

EID: 0001064964     PISSN: 00251909     EISSN: None     Source Type: Journal    
DOI: 10.1287/mnsc.42.2.269     Document Type: Article

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