%0 Journal Article %1 Broadie1997 %A Broadie, Mark %A Glasserman, Paul %D 1997 %J Journal of Economic Dynamics and Control %K Carlo Monte simulation %N 8-9 %P 1323--1352 %T Pricing American-style securities using simulation %U http://www.sciencedirect.com/science/article/B6V85-3SWYBJD-3/1/29fdb6675b95e31449bfcb0442ed52fe %V 21

@article{Broadie1997, added-at = {2008-04-22T15:17:45.000+0200}, author = {Broadie, Mark and Glasserman, Paul}, biburl = {https://www.bibsonomy.org/bibtex/2f11b8436430a6840ddd66292902a566c/smicha}, day = 29, interhash = {808a8646df69edf8fcd7155c035359e5}, intrahash = {f11b8436430a6840ddd66292902a566c}, journal = {Journal of Economic Dynamics and Control}, keywords = {Carlo Monte simulation}, month = Jun, number = {8-9}, pages = {1323--1352}, timestamp = {2008-04-22T15:21:15.000+0200}, title = {Pricing American-style securities using simulation}, url = {http://www.sciencedirect.com/science/article/B6V85-3SWYBJD-3/1/29fdb6675b95e31449bfcb0442ed52fe}, volume = 21, year = 1997 }