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Broadie, Mark


 SSRN Author Rank: 8,396 by Downloads
 Associate Professor
 

Columbia University - Columbia Business School - Decision Risk and Operations


 New York, NY
 United States
 212-854-4103 (Phone)
 212-316-9180 (Fax)
 email address


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. Broadie, Mark's Scholarly Papers Click on the title of any column to sort the table by that column.
Aggregate Statistics
Total
Downloads
3,152
Total
Citations
192
Authors Date Downloads
 (Rank)
Citations
ACTIONS:    Email Selected Abstracts    Export Selected Bibliographic Info    VIEW: Selected      Original List     All Versions       All Abstracts       Legend
1.   Incl. Electronic Paper
Broadie, Mark
Columbia University - Columbia Business School - Decision Risk and Operations
Chernov, Mikhail
UCLA Anderson
Guther, Michael Johannes
Columbia University - Columbia Business School
Posted:
28 Feb 07
Last Revised:
22 Oct 11
881
(13,643)
40

2.  
Broadie, Mark
Columbia University - Columbia Business School - Decision Risk and Operations
Cvitanic, Jaksa
California Institute of Technology - Division of the Humanities and Social Sciences
Soner, Halil Mete
Koc University - College of Administrative Sciences and Economics
Posted:
31 Oct 96
738
(17,752)
14

3.  
Goetzmann, William N.
Yale School of Management - International Center for Finance
Broadie, Mark
Columbia University - Columbia Business School - Decision Risk and Operations
Posted:
04 Mar 08
654
(21,147)
1

4.  
Broadie, Mark
Columbia University - Columbia Business School - Decision Risk and Operations
Johannes, Michael S.
Columbia Business School - Finance and Economics
Chernov, Mikhail
UCLA Anderson
Posted:
20 Feb 04
458
(34,194)
104

5.  
Broadie, Mark
Columbia University - Columbia Business School - Decision Risk and Operations
Chernov, Mikhail
UCLA Anderson
Sundaresan, Suresh M.
Columbia Business School - Finance and Economics
Posted:
05 Feb 05
245
(71,490)
29

6.  
Asvanunt, Attakrit
affiliation not provided to SSRN
Broadie, Mark
Columbia University - Columbia Business School - Decision Risk and Operations
Sundaresan, Suresh M.
Columbia Business School - Finance and Economics
Posted:
24 Aug 11
93
(165,660)
3

7.  
Assessing Golfer Performance on the PGA Tour | Show Abstract | Download |
Interfaces, Forthcoming
Accepted Paper Series
Broadie, Mark
Columbia University - Columbia Business School - Decision Risk and Operations
Posted:
22 Feb 11
83
(178,042)
1

8.  
The Effect of Jumps and Discrete Sampling on Volatility and Variance Swaps | Show Abstract |
International Journal of Theoretical and Applied Finance, Vol. 11, No. 8, pp. 761-797, 2008
Accepted Paper Series
Broadie, Mark
Columbia University - Columbia Business School - Decision Risk and Operations
Jain, Ashish
Columbia University - Columbia Business School
Posted:
02 Dec 09
 

9.  
American Capped Call Options on Dividend Paying Assets | Show Abstract |
REVIEW OF FINANCIAL STUDIES, Vol 7 No 4, 1994
Accepted Paper Series
Detemple, Jerome
Boston University - Department of Finance & Economics
Broadie, Mark
Columbia University - Columbia Business School - Decision Risk and Operations
Posted:
25 Oct 99
 

10.  
Detemple, Jerome
Boston University - Department of Finance & Economics
Broadie, Mark
Columbia University - Columbia Business School - Decision Risk and Operations
Posted:
02 Oct 99
 

11.  
Broadie, Mark
Columbia University - Columbia Business School - Decision Risk and Operations
Glasserman, Paul
Columbia Business School
Posted:
20 Dec 98
 

12.  
Connecting Discrete and Continuous Path-Dependent Options | Show Abstract |
Finance and Stochastics, Vol. 3, Iss. 1, 1999
Accepted Paper Series
Broadie, Mark
Columbia University - Columbia Business School - Decision Risk and Operations
Glasserman, Paul
Columbia Business School
Kou, Steven
Risk Management Institute, NUS
Posted:
25 Nov 98
 

13.   Incl. Electronic Paper
Detemple, Jerome
Boston University - Department of Finance & Economics
Broadie, Mark
Columbia University - Columbia Business School - Decision Risk and Operations
Posted:
22 Aug 94
Last Revised:
01 Jul 11
 

14.  
Enhanced Monte Carlo Estimates for American Option Prices | Show Abstract |
J. OF DERIVATIVES, Fall 1997
Accepted Paper Series
Broadie, Mark
Columbia University - Columbia Business School - Decision Risk and Operations
Glasserman, Paul
Columbia Business School
Jain, Gautam
L.O.G. International Corp.
Posted:
06 Nov 97
 

15.  
Broadie, Mark
Columbia University - Columbia Business School - Decision Risk and Operations
Detemple, Jerome
Boston University - Department of Finance & Economics
Ghysels, Eric
University of North Carolina Kenan-Flagler Business School
Torres, Olivier
Universite Catholique de Louvain
Posted:
14 Nov 96
 


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