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~isPartOf:"Operations research : the journal of the Operations Research Society of America"
~person:"Glasserman, Paul"
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Search: ("Bank lending" OR "Comparison" OR "Economic adjustment" OR "Financial crisis" OR "International financial market" OR "Investment" OR "Macroeconomic effect" OR "USA") AND NOT isPartOf:Intereconomics
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Glasserman, Paul
Bertsimas, Dimitris
27
Simchi-Levi, David
26
Laporte, Gilbert
19
Wein, Lawrence M.
19
Whitt, Ward
18
Federgruen, Awi
16
Hall, Nicholas G.
14
Song, Jing-Sheng
13
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13
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12
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11
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10
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10
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10
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10
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10
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10
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9
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9
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9
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9
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9
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9
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8
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8
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8
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8
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8
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8
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8
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8
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8
Zipkin, Paul
8
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7
Ahuja, Ravindra K.
7
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7
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7
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7
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7
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Operations research : the journal of the Operations Research Society of America
Management science : journal of the Institute for Operations Research and the Management Sciences
6
Mathematics of operations research
5
Columbia Business School Research Paper
3
Operations research
3
Annual review of financial economics
1
Economic policy review
1
Journal of banking & finance
1
Journal of risk management in financial institutions
1
OFR 12-02
1
OFR WP 16-07
1
Office of Financial Research Working Paper
1
Review of asset pricing studies : RAPS
1
Staff Report
1
Staff reports / Federal Reserve Bank of New York
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1
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1
Robust Portfolio Control with Stochastic Factor Dynamics
Glasserman, Paul
;
Xu, Xingbo
- In:
Operations research : the journal of the Operations …
61
(
2013
)
4
,
pp. 874-893
Persistent link: https://www.econbiz.de/10010171576
Saved in:
2
Sensitivity Estimates from Characteristic Functions
Glasserman, Paul
;
Liu, Zongjian
- In:
Operations research : the journal of the Operations …
58
(
2010
)
6
,
pp. 1611-1624
Persistent link: https://www.econbiz.de/10008770904
Saved in:
3
Fast Pricing of Basket Default Swaps
Chen, Zhiyong
;
Glasserman, Paul
- In:
Operations research : the journal of the Operations …
56
(
2008
)
2
,
pp. 286-303
Persistent link: https://www.econbiz.de/10007997075
Saved in:
4
Fast Simulation of Multifactor Portfolio Credit Risk
Glasserman, Paul
;
Kang, Wanmo
;
Shahabuddin, Perwez
- In:
Operations research : the journal of the Operations …
56
(
2008
)
5
,
pp. 1200-1217
Persistent link: https://www.econbiz.de/10008145135
Saved in:
5
Large Sample Properties of Weighted Monte Carlo Estimators
Glasserman, Paul
;
Yu, Bin
- In:
Operations research : the journal of the Operations …
53
(
2005
)
2
,
pp. 298-312
Persistent link: https://www.econbiz.de/10006417394
Saved in:
6
Resource Allocation Among Simulation Time Steps
Glasserman, Paul
;
Staum, Jeremy
- In:
Operations research : the journal of the Operations …
51
(
2003
)
6
,
pp. 908-921
Persistent link: https://www.econbiz.de/10006417844
Saved in:
7
ARTICLES - Conditioning on One-Step Survival for Barrier Option Simulations
Glasserman, Paul
;
Staum, Jeremy
- In:
Operations research : the journal of the Operations …
49
(
2001
)
6
,
pp. 923-937
Persistent link: https://www.econbiz.de/10006418662
Saved in:
8
ARTICLES - Multilevel Splitting for Estimating Rare Event Probabilities
Glasserman, Paul
;
Heidelberger, Philip
;
Shahabuddin, Perwez
- In:
Operations research : the journal of the Operations …
47
(
1999
)
4
,
pp. 585-600
Persistent link: https://www.econbiz.de/10006419536
Saved in:
9
ARTICLES - Leadtime-Inventory Trade-Offs in Assemble-to-Order Systems
Glasserman, Paul
;
Wang, Yashan
- In:
Operations research : the journal of the Operations …
46
(
1998
)
6
,
pp. 858-871
Persistent link: https://www.econbiz.de/10006419735
Saved in:
10
Bounds and Asymptotics for Planning Critical Safety Stocks
Glasserman, Paul
- In:
Operations research : the journal of the Operations …
45
(
1997
)
2
,
pp. 244-257
Persistent link: https://www.econbiz.de/10006420226
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