A note on triangulating the 5-cube. - Mark Broadie; Richard W. Cottle (Discret. Math., 1984)

A variable rate refining triangulation. - Mark Broadie; B. Curtis Eaves (Math. Program., 1987)

Computing efficient frontiers using estimated parameters. - Mark Broadie (Ann. Oper. Res., 1993)

Recent Advances in Simulation for Security Pricing. - Phelim Boyle; Mark Broadie; Paul Glasserman (WSC, 1995)

A Pruned and Bootstrapped American Option Simulator. - Mark Broadie; Paul Glasserman (WSC, 1995)

Connecting discrete and continuous path-dependent options. - Mark Broadie; Paul Glasserman; Shing-Gang Kou (Finance Stochastics, 1999)

Application of the Fast Gauss Transform to Option Pricing. - Mark Broadie; Yusaku Yamamoto (Manag. Sci., 2003)

Exact Simulation of Option Greeks under Stochastic Volatility and Jump Diffusion Models. - Mark Broadie; Özgür Kaya (WSC, 2004)

Primal-Dual Simulation Algorithm for Pricing Multidimensional American Options. - Leif Andersen; Mark Broadie (Manag. Sci., 2004)

ANNIVERSARY ARTICLE: Option Pricing: Valuation Models and Applications. - Mark Broadie; Jérôme Detemple (Manag. Sci., 2004)

Exact Simulation of Stochastic Volatility and Other Affine Jump Diffusion Processes. - Mark Broadie; Özgür Kaya (Oper. Res., 2006)

Recent advances in simulation for security pricing (1995). - Phelim Boyle; Mark Broadie; Paul Glasserman (WSC, 2007)

Implications of heavy tails on simulation-based ordinal optimization. - Mark Broadie; Minsup Han; Assaf Zeevi (WSC, 2007)

A simulation model to analyze the impact of hole size on putting in golf. - Matulya Bansal; Mark Broadie (WSC, 2008)

An Adaptive Multidimensional Version of the Kiefer-Wolfowitz Stochastic Approximation Algorithm. - Mark Broadie; Deniz M. Cicek; Assaf Zeevi (WSC, 2009)

A Simulation Model to Analyze the Impact of Distance and Direction on Golf Scores. - Mark Broadie; Soonmin Ko (WSC, 2009)

Risk estimation via weighted regression. - Mark Broadie; Yiping Du; Ciamac Cyrus Moallemi (WSC, 2011)

General Bounds and Finite-Time Improvement for the Kiefer-Wolfowitz Stochastic Approximation Algorithm. - Mark Broadie; Deniz M. Cicek; Assaf Zeevi (Oper. Res., 2011)

Efficient Risk Estimation via Nested Sequential Simulation. - Mark Broadie; Yiping Du; Ciamac Cyrus Moallemi (Manag. Sci., 2011)

Assessing Golfer Performance on the PGA TOUR. - Mark Broadie (Interfaces, 2012)

Multidimensional stochastic approximation: Adaptive algorithms and applications. - Mark Broadie; Deniz M. Cicek; Assaf Zeevi (ACM Trans. Model. Comput. Simul., 2014)

Risk Estimation via Regression. - Mark Broadie; Yiping Du; Ciamac C. Moallemi (Oper. Res., 2015)

Tractable sampling strategies for quantile-based ordinal optimization. - Dongwook Shin; Mark Broadie; Assaf Zeevi (WSC, 2016)

Numerical solutions to dynamic portfolio problems with upper bounds. - Mark Broadie; Weiwei Shen (Comput. Manag. Sci., 2017)

Tractable Sampling Strategies for Ordinal Optimization. - Dongwook Shin; Mark Broadie; Assaf Zeevi (Oper. Res., 2018)

Practical Nonparametric Sampling Strategies for Quantile-Based Ordinal Optimization. - Dongwook Shin; Mark Broadie; Assaf Zeevi (INFORMS J. Comput., 2022)