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72篇 您的检索式：作者名="Broady M"

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	题名	作者	年代	出处	被引量
1	American Capped Call Options on Divi- dend-Paying Assets 显示文摘	Broadie M Detemp\|e J	1995	The Review of Financial Studies1995，8，1：	1
2	Optimal Debt and Equity Values in the Presence显示文摘	Broadie M Chernov M Sundaresan S		0，，07：	1
3	The Social Context of Urban Planning显示文摘	Broady M	1969	Urban Affairs Review1969，4，3：	1
4	Red-back spider (Latrodectus hasselti) antiven-omprevents the toxicity of widow spidervenoms 显示文摘	Graudins A Padula M Broady K Nicholson GM	2001	Ann Emerg Med2001，37，2：	1
5	Monte Carlo methods for security pricing显示文摘	BOYLE P R BROADIE M GLASSERMAN P	1997	Journal of Economic Dynamics and Control1997，，21：	1
6	Monte Carlo methods for security pricing显示文摘	BOYLE P BROADIE M GLASSERMAN P		J of Economic Dynamics and Control0，，：	1
7	A continuity correction for discrete barrier options显示文摘	Broadie M Glasserman P Kou S G	1997	Mathematical Finance1997，，7：	1
8	MonteCarlo methods for pricing high-dimensional american options: An overview显示文摘	Broadie M Glasserman P	1997	Net Exposure December1997，1537，：	1
9	A stochastic mesh method for pricing high-dimensional American options显示文摘	Broadie M Glasserman P	2004	Journal of Computational Science2004，7，：	1
10	Option pricing:valuation models and applications显示文摘	Broadie M Detemple J B	2004	Management Science2004，50，9：	1
11	A continuity correction for discrete barrier option显示文摘	Broadie M Glasserman P Kou S	1997	Mathematical Finance1997，7，4：	1
12	Monte Carlo methods for security pricing显示文摘	Boyle P Broadie M Glasserman P	1997	Journal of Economic Dynamics and Control1997，，21：	1
13	Continuity correction for discrete barrier options显示文摘	Broadie M Glasserman P Kou A S G	1997	Mathematical Finance1997，71，：	1
14	Monte Carlo methods for security pricing显示文摘	Boyle P Broadie M Glasserman P	1997	Journal of Economic Dynamics and Con-trol1997，21，89：	1
15	Pricing American style Securities Using Simulation显示文摘	Broadie M Glasserman P		0，，8：	1
16	Pricing and hedging volatility derivatives显示文摘	Broadie M Jain A	2008	The Journal of Derivatives2008，15，3：	1
17	The effect of jumps and discrete sampling on volatility and variance swaps 显示文摘	Broadie M Jain A	2008	International Journal of Theoretical and Applied Finance2008，11，8：	1
18	MonteCarlo methods for security pricing显示文摘	Boyle P Broadie M Glasserman P	1997	Journal of Economic Dynamics and Control1997，21，：	1
19	A continuity correction for discrete barrier option显示文摘	Broadie M Glasserman P Kou S	1997	Mathematical Finance1997，7，4：	1
20	Primal -dual simulation for pricing multidimensional american options显示文摘	Anderson L Broadie M	2004	Management Science2004，50，：	1

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