Broadie, Mark, and Paul Glasserman. "Simulation for option pricing and risk management." In Risk Management and Analysis, Volume 1: Measuring and Modelling Financial Risk, 173-208. Ed. Carol Alexander. New York: Wiley, 1998.
Each author name for a Columbia Business School faculty member is linked to a faculty research page, which lists additional publications by that faculty member.
Each topic is linked to an index of publications on that topic.