| * | 2008 |
|---|
| 8 | EE | Matulya Bansal,
Mark Broadie:
A simulation model to analyze the impact of hole size on putting in golf.
Winter Simulation Conference 2008: 2826-2834 |
| 2007 |
|---|
| 7 | EE | Mark Broadie,
Minsup Han,
Assaf Zeevi:
Implications of heavy tails on simulation-based ordinal optimization.
Winter Simulation Conference 2007: 439-447 |
| 6 | EE | Phelim Boyle,
Mark Broadie,
Paul Glasserman:
Recent advances in simulation for security pricing (1995).
Winter Simulation Conference 2007: 9 |
| 2006 |
|---|
| 5 | EE | Mark Broadie,
Özgür Kaya:
Exact Simulation of Stochastic Volatility and Other Affine Jump Diffusion Processes.
Operations Research 54(2): 217-231 (2006) |
| 2004 |
|---|
| 4 | EE | Mark Broadie,
Özgür Kaya:
Exact Simulation of Option Greeks under Stochastic Volatility and Jump Diffusion Models.
Winter Simulation Conference 2004: 1607- |
| 1995 |
|---|
| 3 | EE | Phelim Boyle,
Mark Broadie,
Paul Glasserman:
Recent Advances in Simulation for Security Pricing.
Winter Simulation Conference 1995: 212-219 |
| 2 | EE | Mark Broadie,
Paul Glasserman:
A Pruned and Bootstrapped American Option Simulator.
Winter Simulation Conference 1995: 229-235 |
| 1984 |
|---|
| 1 | EE | Mark Broadie,
Richard W. Cottle:
A note on triangulating the 5-cube.
Discrete Mathematics 52(1): 39-49 (1984) |
