| Monte Carlo methods for security pricing P Boyle, M Broadie, P Glasserman Journal of economic dynamics and control 21 (8-9), 1267-1321, 1997 | 1394 | 1997 |
| Pricing American-style securities using simulation M Broadie, P Glasserman Journal of economic dynamics and control 21 (8-9), 1323-1352, 1997 | 977 | 1997 |
| Mathematics of financial markets RJ Elliott, PE Kopp Springer Science & Business Media, 2005 | 889 | 2005 |
| American option valuation: new bounds, approximations, and a comparison of existing methods M Broadie, J Detemple The Review of Financial Studies 9 (4), 1211-1250, 1996 | 814 | 1996 |
| Model specification and risk premia: Evidence from futures options M Broadie, M Chernov, M Johannes The Journal of Finance 62 (3), 1453-1490, 2007 | 757 | 2007 |
| Exact simulation of stochastic volatility and other affine jump diffusion processes M Broadie, Ö Kaya Operations research 54 (2), 217-231, 2006 | 699 | 2006 |
| Estimating security price derivatives using simulation M Broadie, P Glasserman Management science 42 (2), 269-285, 1996 | 687 | 1996 |
| A stochastic mesh method for pricing high-dimensional American options M Broadie, P Glasserman Journal of Computational Finance 7, 35-72, 2004 | 616 | 2004 |
| Primal-dual simulation algorithm for pricing multidimensional American options L Andersen, M Broadie Management Science 50 (9), 1222-1234, 2004 | 585 | 2004 |
| A continuity correction for discrete barrier options M Broadie, P Glasserman, S Kou Mathematical Finance 7 (4), 325-349, 1997 | 513 | 1997 |
| Data analysis and decision making SC Albright, WL Winston, CJ Zappe, MN Broadie South-Western/Cengage Learning, 2011 | 503 | 2011 |
| Computing efficient frontiers using estimated parameters M Broadie Annals of operations research 45, 21-58, 1993 | 396 | 1993 |
| Understanding index option returns M Broadie, M Chernov, M Johannes The Review of Financial Studies 22 (11), 4493-4529, 2009 | 381 | 2009 |
| Anniversary article: Option pricing: Valuation models and applications M Broadie, JB Detemple Management science 50 (9), 1145-1177, 2004 | 341 | 2004 |
| Connecting discrete and continuous path-dependent options M Broadie, P Glasserman, SG Kou Finance and Stochastics 3, 55-82, 1999 | 335 | 1999 |
| The valuation of American options on multiple assets M Broadie, J Detemple Mathematical Finance 7 (3), 241-286, 1997 | 297 | 1997 |
| A comparison of some Monte Carlo and quasi Monte Carlo techniques for option pricing PA Acworth, M Broadie, P Glasserman Monte Carlo and Quasi-Monte Carlo Methods 1996: Proceedings of a conference …, 1998 | 267 | 1998 |
| Optimal debt and equity values in the presence of Chapter 7 and Chapter 11 M Broadie, M Chernov, S Sundaresan The journal of Finance 62 (3), 1341-1377, 2007 | 245 | 2007 |
| The effect of jumps and discrete sampling on volatility and variance swaps M Broadie, A Jain International Journal of Theoretical and Applied Finance 11 (08), 761-797, 2008 | 215 | 2008 |
| Enhanced Monte Carlo estimates for American option prices M Broadie, P Glasserman, G Jain Journal of Derivatives 5, 25-44, 1997 | 183 | 1997 |
