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Mark Broadie

Publication record assembled from the DBLP archive of ranked conferences.

Papers indexed

10

Venues

1

Active years

1995–2016

Best venue rank

National

Where they publish

Papers

10 indexed papers, newest first.

YearVenueTitleAuthors
2016WSCTractable sampling strategies for quantile-based ordinal optimization.Dongwook Shin, Mark Broadie, Assaf Zeevi
2011WSCRisk estimation via weighted regression.Mark Broadie, Yiping Du, Ciamac Cyrus Moallemi
2009WSCAn Adaptive Multidimensional Version of the Kiefer-Wolfowitz Stochastic Approximation Algorithm.Mark Broadie, Deniz M. Cicek, Assaf Zeevi
2009WSCA Simulation Model to Analyze the Impact of Distance and Direction on Golf Scores.Mark Broadie, Soonmin Ko
2008WSCA simulation model to analyze the impact of hole size on putting in golf.Matulya Bansal, Mark Broadie
2007WSCRecent advances in simulation for security pricing (1995).Phelim Boyle, Mark Broadie, Paul Glasserman
2007WSCImplications of heavy tails on simulation-based ordinal optimization.Mark Broadie, Minsup Han, Assaf Zeevi
2004WSCExact Simulation of Option Greeks under Stochastic Volatility and Jump Diffusion Models.Mark Broadie, zgr Kaya
1995WSCRecent Advances in Simulation for Security Pricing.Phelim Boyle, Mark Broadie, Paul Glasserman
1995WSCA Pruned and Bootstrapped American Option Simulator.Mark Broadie, Paul Glasserman