Mark Broadie

	2011
15		Mark Broadie, Yiping Du, Ciamac Cyrus Moallemi: Efficient Risk Estimation via Nested Sequential Simulation. Management Science 57(6): 1172-1194 (2011)
	2009
14		Mark Broadie, Soonmin Ko: A Simulation Model to Analyze the Impact of Distance and Direction on Golf Scores. Winter Simulation Conference 2009: 3109-3120
13		Mark Broadie, Deniz M. Cicek, Assaf Zeevi: An Adaptive Multidimensional Version of the Kiefer-Wolfowitz Stochastic Approximation Algorithm. Winter Simulation Conference 2009: 601-612
	2008
12		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
11		Mark Broadie, Minsup Han, Assaf Zeevi: Implications of heavy tails on simulation-based ordinal optimization. Winter Simulation Conference 2007: 439-447
10		Phelim Boyle, Mark Broadie, Paul Glasserman: Recent advances in simulation for security pricing (1995). Winter Simulation Conference 2007: 9
	2006
9		Mark Broadie, Özgür Kaya: Exact Simulation of Stochastic Volatility and Other Affine Jump Diffusion Processes. Operations Research 54(2): 217-231 (2006)
	2004
8		Mark Broadie, Özgür Kaya: Exact Simulation of Option Greeks under Stochastic Volatility and Jump Diffusion Models. Winter Simulation Conference 2004: 1607-
7		Mark Broadie, Jérôme Detemple: ANNIVERSARY ARTICLE: Option Pricing: Valuation Models and Applications. Management Science 50(9): 1145-1177 (2004)
6		Leif Andersen, Mark Broadie: Primal-Dual Simulation Algorithm for Pricing Multidimensional American Options. Management Science 50(9): 1222-1234 (2004)
	2003
5		Mark Broadie, Yusaku Yamamoto: Application of the Fast Gauss Transform to Option Pricing. Management Science 49(8): 1071-1088 (2003)
	1995
4		Phelim Boyle, Mark Broadie, Paul Glasserman: Recent Advances in Simulation for Security Pricing. Winter Simulation Conference 1995: 212-219
3		Mark Broadie, Paul Glasserman: A Pruned and Bootstrapped American Option Simulator. Winter Simulation Conference 1995: 229-235
	1993
2		Mark Broadie: Computing efficient frontiers using estimated parameters. Annals OR 45(1): 21-58 (1993)
	1984
1		Mark Broadie, Richard W. Cottle: A note on triangulating the 5-cube. Discrete Mathematics 52(1): 39-49 (1984)

Coauthor Index

1	Leif Andersen	[6]
2	Matulya Bansal	[12]
3	Phelim Boyle	[4] [10]
4	Deniz M. Cicek	[13]
5	Richard W. Cottle	[1]
6	Jérôme Detemple	[7]
7	Yiping Du	[15]
8	Paul Glasserman	[3] [4] [10]
9	Minsup Han	[11]
10	Özgür Kaya	[8] [9]
11	Soonmin Ko	[14]
12	Ciamac Cyrus Moallemi	[15]
13	Yusaku Yamamoto	[5]
14	Assaf Zeevi	[11] [13]

Colors in the list of coauthors

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