Monte Carlo methods for security pricing

Journal of Economic Dynamics and Control - Tập 21 - Trang 1267-1321 - 1997
Phelim Boyle1, Mark Broadie2, Paul Glasserman3
1School of Accountancy, University of Waterloo, Waterloo, Ont. Canada N2L 3GI
2Graduate School of Business, Columbia University, New York, NY 10027, USA
3Graduate School of Business, Columbia University, New York, NY, 10027, USA

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Journal of Economic Dynamics and Control

Tập 21

1267-1321

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