The DOI matches its Crossref record; 62 of the 62 references it cites were found in a registry or an index.
Monte Carlo methods for security pricing
Overview
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Citations
Cites
Numerical recipes in C: the art of scientific computing
(1993) · Choice Reviews Online · doi:10.5860/choice.30-5638 · Cited by 17,933
Press, W. H., Teukolsky, S. A., Vetterling, W. T., & Flannery, B. P. (1994) · Cited by 15,411
Numerical recipes in Pascal: the art of scientific computing
(1990) · Choice Reviews Online · doi:10.5860/choice.27-5158 · Cited by 11,811
Schwartz, E. S., Dixit, A. K., & Pindyck, R. S. (1994) · The Journal of Finance · doi:10.2307/2329279 · Cited by 9,498
Dixit, R. K., & Pindyck, R. S. (1994) · doi:10.1515/9781400830176 · Cited by 9,029
McKay, M. D., Beckman, R. J., & Conover, W. J. (2000) · Technometrics · doi:10.2307/1271432 · Cited by 7,415
Numerical Solution of Stochastic Differential Equations
Kloeden, P. E., & Platen, E. (1992) · Springer eBooks · doi:10.1007/978-3-662-12616-5 · Cited by 5,060
Numerical solution of stochastic differential equations
(2016) · doi:10.5194/gmd-2016-45-rc1 · Cited by 5,002
Hammersley, J. M., & Handscomb, D. C. (1964) · Springer eBooks · doi:10.1007/978-94-009-5819-7 · Cited by 4,054
Non-Uniform Random Variate Generation
Devroye, L. (1986) · Springer eBooks · doi:10.1007/978-1-4613-8643-8 · Cited by 4,041
Cited by
Pricing American Options: A Duality Approach
Haugh, M. B., & Kogan, L. (2004) · Operations Research · doi:10.1287/opre.1030.0070 · Cited by 452
Quantum algorithms and the finite element method
Montanaro, A., & Pallister, S. (2016) · Physical Review A · doi:10.1103/physreva.93.032324 · Cited by 192
Metadata
- Authors
- Boyle, P., Broadie, M., & Glasserman, P.
- Venue
- Journal of Economic Dynamics and Control
- Publisher
- Elsevier BV
- Published
- 1997-06
- Volume
- 21
- Issue
- 8-9
- Pages
- 1267-1321
- ISSN
- 0165-1889 (ISSN-L)
- OpenAlex
- W1964916079
- Cited by
- 854
- References
- 62
- FWCI
- 48.43
- Type
- journal article
- Language
- en
- Open access
- closed
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Registry, retraction, Cites and statistics results are computed, not judged, with one exception: a printed reference that no index lists is read once by a model before it counts as a citation error. Claims are extracted by a model and kept only when their quote appears verbatim in the text; each cited source is then checked, with a model’s help, for whether it says what the claim relies on. Those verdicts can be wrong — read the claim’s quote and the cited source before relying on one.
Statistics and arithmetic are recomputed, not judged.
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How to cite
Cite CoChat for the checks on this page, and the paper for its own findings.
- This page
- CoChat. (2026). Citation check: Monte Carlo methods for security pricing. https://app.cochat.ai/papers/10.1016/s0165-1889(97)00028-6
- The paper
- Boyle, P., Broadie, M., & Glasserman, P. (1997). Monte Carlo methods for security pricing. Journal of Economic Dynamics and Control. https://doi.org/10.1016/s0165-1889(97)00028-6
Data sources
Bibliographic data: Semantic Scholar, OpenAlex, Crossref.
Contains information from the Semantic Scholar Academic Graph Datasets, made available under the ODC Attribution License (ODC-BY 1.0).
Semantic Scholar’s data is described in: Kinney, R., et al. (2023). The Semantic Scholar Open Data Platform. arXiv:2301.10140.
