Authors Mark Broadie and Paul Glasserman Format Chapter Publication Date January 1, 1998 Book Risk Management and Analysis, Volume 1: Measuring and Modelling Financial Risk Full Citation Broadie, Mark and Paul Glasserman . “Simulation for option pricing and risk management.” In Risk Management and Analysis, Volume 1: Measuring and Modelling Financial Risk, edited by Carol Alexander, 173-208. New York: Wiley, 1998.
Full Citation Broadie, Mark and Paul Glasserman . “Simulation for option pricing and risk management.” In Risk Management and Analysis, Volume 1: Measuring and Modelling Financial Risk, edited by Carol Alexander, 173-208. New York: Wiley, 1998.