Work

Enhanced Monte Carlo Estimates for American Option Prices

Year: 1997

Type: article

Source: The Journal of Derivatives

DOI: 10.3905/jod.1997.407983

Authors: Mark Broadie, Paul Glasserman, Gautam Jain

Institution: Columbia University

Language: English

Topic: Stochastic processes and financial applications

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W2163825837

FWCI: 3.933

Cites: 15

Cited by: 107

Related to: 10