Estimating security price derivatives using simulation
By: Mark Broadie, Paul Glasserman
Contributors: Glasserman, Paul, 1962-
Series: PaineWebber working paper series in money, economics, and finance -- PW-93-11
Publisher: Columbia Business School, Columbia University
Published: 1993
Place of publication: New York, N.Y.]
Language: eng
Number of pages: 25
Subjects: Securities; Prices; Estimates; Simulation methods; Options (Finance)
Notes: "December 1993."

Includes bibliographical references (p. 15-17).