Concepedia
Statistics
Publications
54
Citations
8.5K
H-Index
37
Active since
1984
Affiliations
Columbia University(Current)
Center for Interuniversity Research and Analysis on Organizations
McGill University
Boston University
University of California, Los Angeles
Mark Broadie is an author at Columbia University specializing in financial economics, business, and finance.
Publications per year
1984–2023
Monte Carlo methods for security pricing
Phelim Boyle, Mark Broadie, Paul Glasserman · Journal of Economic Dynamics and Control · 1997 · 875 citations
Business, Business Economics, Economics +14
Model Specification and Risk Premia: Evidence from Futures Options
Mark Broadie, Mikhail Chernov, Michael Johannes · The Journal of Finance · 2007 · 675 citations · Full text
Business, Economics, Finance +17
Pricing American-style securities using simulation
Mark Broadie, Paul Glasserman · Journal of Economic Dynamics and Control · 1997 · 637 citations · Full text
American Option Valuation: New Bounds, Approximations, and a Comparison of Existing Methods
Mark Broadie, Jérôme Detemple · Review of Financial Studies · 1996 · 573 citations
Business, Finance, Asset Pricing +16
Exact Simulation of Stochastic Volatility and Other Affine Jump Diffusion Processes
Mark Broadie, Özgür Kaya · Operations Research · 2006 · 536 citations
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