Primary Article
Enhanced Monte Carlo Estimates for American Option Prices
Mark Broadie, Paul Glasserman and Gautam Jain
The Journal of Derivatives Fall 1997, 5 (1) 25-44; DOI: https://doi.org/10.3905/jod.1997.407983
Mark Broadie
A professor at the Graduate School of Business at Columbia University in New York.
Paul Glasserman
A professor at the Graduate School of Business at Columbia University.
Gautam Jain
With L.O.G. International Corp. in New York.
Explore our content to discover more relevant research
In this issue
Enhanced Monte Carlo Estimates for American Option Prices
Mark Broadie, Paul Glasserman, Gautam Jain
The Journal of Derivatives Aug 1997, 5 (1) 25-44; DOI: 10.3905/jod.1997.407983
Jump to section
Similar Articles
Cited By...
- No citing articles found.