Model Specification and Risk Premia: Evidence from Futures Options von BROADIE, MARK, CHERNOV, MIKHAIL, JOHANNES, MICHAEL

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Exact Simulation of Stochastic Volatility and Other Affine Jump Diffusion Processes von Broadie, Mark, Kaya, Ozgur

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Risk Estimation via Regression von Broadie, Mark, Du, Yiping, Moallemi, Ciamac C.

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Efficient Risk Estimation via Nested Sequential Simulation von Broadie, Mark, Du, Yiping, Moallemi, Ciamac C.

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Optimal Debt and Equity Values in the Presence of Chapter 7 and Chapter 11 von BROADIE, MARK, CHERNOV, MIKHAIL, SUNDARESAN, SURESH

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General Bounds and Finite-Time Improvement for the Kiefer-Wolfowitz Stochastic Approximation Algorithm von Broadie, Mark, Cicek, Deniz, Zeevi, Assaf

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Assessing Golfer Performance on the PGA TOUR von Broadie, Mark

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Pricing American-style securities using simulation von Broadie, Mark, Glasserman, Paul

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American Option Valuation: New Bounds, Approximations, and a Comparison of Existing Methods von Broadie, Mark, Detemple, Jerome

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Estimating Security Price Derivatives Using Simulation von Broadie, Mark, Glasserman, Paul

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Understanding Index Option Returns von Broadie, Mark, Chernov, Mikhail, Johannes, Michael

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Practical Nonparametric Sampling Strategies for Quantile-Based Ordinal Optimization von Shin, Dongwook, Broadie, Mark, Zeevi, Assaf

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Tractable Sampling Strategies for Ordinal Optimization von Shin, Dongwook, Broadie, Mark, Zeevi, Assaf

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A Continuity Correction for Discrete Barrier Options von Broadie, Mark, Glasserman, Paul, Kou, Steven

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Primal-Dual Simulation Algorithm for Pricing Multidimensional American Options von Andersen, Leif, Broadie, Mark

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MANAGING CORPORATE LIQUIDITY: STRATEGIES AND PRICING IMPLICATIONS von ASVANUNT, ATTAKRIT, BROADIE, MARK, SUNDARESAN, SURESH

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Financial engineering at Columbia University von Broadie, Mark, Derman, Emanuel, Glasserman, Paul, Kou, Steven

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The Valuation of American Options on Multiple Assets von Broadie, Mark, Detemple, Jérôme

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Numerical solutions to dynamic portfolio problems with upper bounds von Broadie, Mark, Shen, Weiwei

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Improved lower and upper bound algorithms for pricing American options by simulation von Broadie, Mark, Cao, Menghui

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