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Publications of Author

1. Phelim Boyle, Mark Broadie, Paul Glasserman
   Recent Advances in Simulation for Security Pricing. [Citation Graph (0, 0)][DBLP]
   Winter Simulation Conference, 1995, pp:212-219 [Conf]
   
2. Mark Broadie, Paul Glasserman
   A Pruned and Bootstrapped American Option Simulator. [Citation Graph (0, 0)][DBLP]
   Winter Simulation Conference, 1995, pp:229-235 [Conf]
   
3. Mark Broadie, Özgür Kaya
   Exact Simulation of Option Greeks under Stochastic Volatility and Jump Diffusion Models. [Citation Graph (0, 0)][DBLP]
   Winter Simulation Conference, 2004, pp:1607-0 [Conf]
   
4. Mark Broadie, Richard W. Cottle
   A note on triangulating the 5-cube. [Citation Graph (0, 0)][DBLP]
   Discrete Mathematics, 1984, v:52, n:1, pp:39-49 [Journal]
   
5. 
   Recent advances in simulation for security pricing (1995). [Citation Graph (, )][DBLP]
   
   
6. 
   Implications of heavy tails on simulation-based ordinal optimization. [Citation Graph (, )][DBLP]
   
   
7. 
   A simulation model to analyze the impact of hole size on putting in golf. [Citation Graph (, )][DBLP]
   
   
8. 
   A Simulation Model to Analyze the Impact of Distance and Direction on Golf Scores. [Citation Graph (, )][DBLP]
   
   
9. 
   An Adaptive Multidimensional Version of the Kiefer-Wolfowitz Stochastic Approximation Algorithm. [Citation Graph (, )][DBLP]