search query: @author Broadie, M. / total: 3
references: 1-3 / 3
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1.
Application of the fast Gauss transform to option pricing
Management Science
2003 : AUG, VOL. 49:8, p. 1071-1088
 2003 Broadie, M.
Yamamoto, Y.
2.
Optimal replication of contingent claims under portfolio constraints
Review of Financial Studies
1998 : SPRING, VOL. 11:1, p. 59-79
 1998 Broadie, M.
Cvitanic, J.
Soner, H. M.
3.
American capped call options on dividend-paying assets
Review of Financial Studies
1995 : SPRING, VOL. 8:1, p. 161-191
 1995 Broadie, M.
Detemple, J.
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