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~person:"Glasserman, Paul"
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Search: subject_exact:"Monte Carlo method"
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9
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Glasserman, Paul
Koopman, Siem Jan
49
Dijk, Herman K. van
46
Joshi, Mark S.
42
Kapetanios, George
38
Tsionas, Efthymios G.
34
Pesaran, M. Hashem
32
Reed, W. Robert
32
McAleer, Michael
29
Dufour, Jean-Marie
23
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Asai, Manabu
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Kano, Takashi
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Koop, Gary
17
Stentoft, Lars
17
Martin, Gael M.
16
Ravazzolo, Francesco
16
Caporale, Guglielmo Maria
15
Dijk, Dick van
15
Kohn, Robert
15
Peters, Gareth
15
Scaillet, Olivier
15
Shevchenko, Pavel V.
15
Strachan, Rodney W.
15
Westerlund, Joakim
15
Chiarella, Carl
14
Forbes, Catherine Scipione
14
Gil-Alaña, Luis A.
14
Lechner, Michael
14
Pfaffermayr, Michael
14
Urga, Giovanni
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Weber, Andrea
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13
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Mathematical finance : an international journal of mathematics, statistics and financial theory
1
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ECONIS (ZBW)
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1
Gamma expansion of the Heston stochastic volatility model
Glasserman, Paul
;
Kim, Kyoung-kuk
- In:
Finance and stochastics
15
(
2011
)
2
,
pp. 267-296
Persistent link: https://www.econbiz.de/10009159098
Saved in:
2
Sensitivity estimates for portfolio credit derivatives using Monte Carlo
Chen, Zhiyong
;
Glasserman, Paul
- In:
Finance and stochastics
12
(
2008
)
4
,
pp. 507-540
Persistent link: https://www.econbiz.de/10003899268
Saved in:
3
Calculating portfolio credit risk
Glasserman, Paul
- In:
Financial engineering
,
(pp. 437-470)
.
2008
Persistent link: https://www.econbiz.de/10003567702
Saved in:
4
Additive and multiplicative duals for American option pricing
Chen, Nan
;
Glasserman, Paul
- In:
Finance and stochastics
11
(
2007
)
2
,
pp. 153-179
Persistent link: https://www.econbiz.de/10003439750
Saved in:
5
Monte Carlo methods in financial engineering
Glasserman, Paul
-
2004
Persistent link: https://www.econbiz.de/10001763783
Saved in:
6
Numerical solution of jump-diffusion LIBOR market models
Glasserman, Paul
;
Merener, Nicolas
- In:
Finance and stochastics
7
(
2003
)
1
,
pp. 1-27
Persistent link: https://www.econbiz.de/10001724635
Saved in:
7
Monte Carlo methods in financial engineering
Glasserman, Paul
-
2003
Persistent link: https://www.econbiz.de/10004835643
Saved in:
8
Asymptotically optimal importance sampling and stratification for pricing path-dependent options
Glasserman, Paul
;
Heidelberger, Philip
;
Shahabuddin, Perwez
- In:
Mathematical finance : an international journal of …
9
(
1999
)
2
,
pp. 117-152
Persistent link: https://www.econbiz.de/10001372181
Saved in:
9
Estimating security price derivatives using simulation
Broadie, Mark
;
Glasserman, Paul
-
1993
Persistent link: https://www.econbiz.de/10000990346
Saved in:
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